+48.8%
CAVA vs EQH
+100.2%
-51.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +2.7% |
| 7D | -8.0% | +0.7% | -8.7% | -8.4% |
| 30D | -19.6% | +2.8% | -22.4% | -21.0% |
| 3M | -36.7% | +23.1% | -59.8% | -44.5% |
| 6M | -30.6% | +41.4% | -72.0% | -44.5% |
| YTD | -4.8% | +14.3% | -19.0% | -13.4% |
| 1Y | -13.1% | +1.6% | -14.7% | -15.3% |
| 3Y | +48.8% | +102.7% | -53.9% | -7.7% |
| All | +48.8% | +100.2% | -51.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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