+27.6%
CAVA vs EAT
+483.8%
-456.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.0% |
| 7D | -8.0% | -7.7% | -0.3% | -4.5% |
| 30D | -19.6% | -13.6% | -6.0% | -14.2% |
| 3M | -36.7% | +33.9% | -70.5% | -45.0% |
| 6M | -30.6% | +47.2% | -77.8% | -42.9% |
| YTD | -4.8% | +48.1% | -52.8% | -22.1% |
| 1Y | -13.1% | +33.7% | -46.8% | -26.3% |
| 3Y | +48.8% | +595.8% | -547.0% | -43.2% |
| All | +27.6% | +483.8% | -456.1% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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