+48.8%
CAVA vs EFX
-12.2%
+61.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | -8.0% | -4.5% | -3.5% | -6.4% |
| 30D | -19.6% | -6.1% | -13.5% | -17.7% |
| 3M | -36.7% | +6.2% | -42.9% | -38.9% |
| 6M | -30.6% | -11.2% | -19.4% | -28.2% |
| YTD | -4.8% | -21.4% | +16.6% | +3.0% |
| 1Y | -13.1% | -34.3% | +21.2% | +1.5% |
| 3Y | +48.8% | -12.5% | +61.3% | +41.5% |
| All | +48.8% | -12.2% | +61.0% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling