+27.6%
CAVA vs EIX
-4.1%
+31.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.7% |
| 7D | -8.0% | -1.4% | -6.7% | -7.8% |
| 30D | -19.6% | -19.3% | -0.3% | -16.8% |
| 3M | -36.7% | -21.7% | -15.0% | -34.2% |
| 6M | -30.6% | -19.8% | -10.8% | -28.4% |
| YTD | -4.8% | -3.0% | -1.7% | -7.4% |
| 1Y | -13.1% | +5.1% | -18.2% | -17.7% |
| 3Y | +48.8% | -7.0% | +55.7% | +40.1% |
| All | +27.6% | -4.1% | +31.8% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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