+29.8%
XEL vs CAVA
+28.6%
+1.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -1.0% |
| 7D | -1.2% | -12.4% | +11.2% | -1.1% |
| 30D | -2.9% | -11.2% | +8.3% | -2.8% |
| 3M | -2.7% | -33.8% | +31.1% | -2.5% |
| 6M | -6.5% | -32.5% | +26.0% | -6.3% |
| YTD | +3.6% | -8.0% | +11.6% | +3.8% |
| 1Y | +7.5% | -17.1% | +24.6% | +7.8% |
| 3Y | +46.3% | +37.8% | +8.5% | +43.4% |
| All | +29.8% | +28.6% | +1.3% | +27.8% |
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