+29.1%
CAVA vs ABCL
+50.3%
-21.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.6% | -5.6% |
| 7D | -8.5% | -2.7% | -5.8% | -8.2% |
| 30D | -8.2% | +18.3% | -26.5% | -10.5% |
| 3M | -25.9% | +108.5% | -134.4% | -34.4% |
| 6M | -30.9% | +213.9% | -244.8% | -43.6% |
| YTD | -3.7% | +223.1% | -226.8% | -22.8% |
| 1Y | -13.4% | +160.6% | -174.0% | -28.9% |
| 3Y | +44.2% | +104.3% | -60.0% | +16.2% |
| All | +29.1% | +50.3% | -21.3% | +10.1% |
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