+33.0%
CAVA vs ABCL
+56.3%
-23.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +1.7% |
| 7D | -1.6% | -3.3% | +1.7% | -1.1% |
| 30D | +12.9% | -7.1% | +20.0% | +13.3% |
| 3M | -19.3% | +4.7% | -24.1% | -20.7% |
| 6M | -19.5% | +140.9% | -160.3% | -31.4% |
| YTD | -0.8% | +236.0% | -236.7% | -21.5% |
| 1Y | +20.8% | +217.4% | -196.6% | -3.6% |
| 3Y | +85.7% | +188.7% | -103.0% | +36.5% |
| All | +33.0% | +56.3% | -23.3% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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