-21.9%
AAL vs CAVA
+33.0%
-54.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.2% | +0.5% |
| 7D | -0.9% | -8.0% | +7.1% | +0.8% |
| 30D | -12.9% | -19.6% | +6.7% | -8.9% |
| 3M | -11.2% | -36.7% | +25.5% | -2.8% |
| 6M | +17.8% | -30.6% | +48.4% | +26.0% |
| YTD | -15.1% | -4.8% | -10.3% | -15.9% |
| 1Y | +0.5% | -13.1% | +13.6% | +0.8% |
| 3Y | -7.7% | +48.8% | -56.4% | -11.8% |
| All | -21.9% | +33.0% | -54.9% | -24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling