-39.8%
ACN vs CAVA
+33.0%
-72.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.1% | +3.1% |
| 7D | -1.5% | -8.0% | +6.5% | -0.8% |
| 30D | +2.1% | -19.6% | +21.6% | +4.0% |
| 3M | +11.1% | -36.7% | +47.8% | +15.2% |
| 6M | -6.8% | -30.6% | +23.7% | -4.5% |
| YTD | -30.0% | -4.8% | -25.3% | -30.7% |
| 1Y | -23.1% | -13.1% | -10.0% | -23.7% |
| 3Y | -40.4% | +48.8% | -89.2% | -44.0% |
| All | -39.8% | +33.0% | -72.8% | -43.3% |
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