+165.8%
EXPE vs CAVA
+33.0%
+132.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.8% |
| 7D | -5.8% | -8.0% | +2.3% | -4.4% |
| 30D | -13.6% | -19.6% | +5.9% | -10.2% |
| 3M | +25.2% | -36.7% | +61.9% | +35.1% |
| 6M | +22.3% | -30.6% | +52.9% | +29.5% |
| YTD | -0.3% | -4.8% | +4.5% | -1.0% |
| 1Y | +27.8% | -13.1% | +40.9% | +27.9% |
| 3Y | +162.4% | +48.8% | +113.7% | +152.8% |
| All | +165.8% | +33.0% | +132.8% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling