-40.0%
TE vs CAVA
+33.0%
-73.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.3% |
| 7D | +0.2% | -8.0% | +8.2% | +2.4% |
| 30D | -5.9% | -19.6% | +13.6% | -0.6% |
| 3M | -45.6% | -36.7% | -8.9% | -39.4% |
| 6M | -43.4% | -30.6% | -12.8% | -39.5% |
| YTD | -31.0% | -4.8% | -26.2% | -35.0% |
| 1Y | +145.2% | -13.1% | +158.3% | +136.2% |
| 3Y | -24.1% | +48.8% | -72.8% | -38.6% |
| All | -40.0% | +33.0% | -73.0% | -49.7% |
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