-22.5%
AAL vs CAVA
+43.2%
-65.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -0.3% | -1.5% | +1.2% | 0.0% |
| 30D | -19.0% | -3.7% | -15.4% | -18.7% |
| 3M | -5.1% | -18.3% | +13.2% | -1.7% |
| 6M | +15.5% | -23.5% | +39.0% | +21.0% |
| YTD | -15.8% | +2.5% | -18.3% | -17.8% |
| 1Y | -0.3% | -8.0% | +7.6% | -1.2% |
| 3Y | -7.7% | +53.5% | -61.2% | -12.9% |
| All | -22.5% | +43.2% | -65.7% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling