+159.9%
EXPE vs CAVA
+43.2%
+116.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.0% | -6.9% | -7.7% |
| 7D | -9.8% | -1.5% | -8.2% | -9.5% |
| 30D | -11.5% | -3.7% | -7.8% | -11.1% |
| 3M | +21.7% | -18.3% | +40.0% | +25.3% |
| 6M | +10.4% | -23.5% | +33.9% | +14.9% |
| YTD | -2.5% | +2.5% | -5.0% | -4.4% |
| 1Y | +27.3% | -8.0% | +35.3% | +26.1% |
| 3Y | +153.5% | +53.5% | +100.0% | +141.2% |
| All | +159.9% | +43.2% | +116.7% | +147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling