+45.4%
ICE vs CAVA
+33.0%
+12.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.8% |
| 7D | -2.4% | -8.0% | +5.6% | -1.9% |
| 30D | +4.0% | -19.6% | +23.6% | +5.4% |
| 3M | +13.7% | -36.7% | +50.4% | +16.8% |
| 6M | +0.9% | -30.6% | +31.5% | +2.8% |
| YTD | -2.1% | -4.8% | +2.6% | -2.7% |
| 1Y | -9.5% | -13.1% | +3.6% | -9.8% |
| 3Y | +42.1% | +48.8% | -6.7% | +35.6% |
| All | +45.4% | +33.0% | +12.4% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling