-13.1%
CAVA vs ABCL
+152.1%
-165.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +3.1% |
| 7D | -8.0% | -4.7% | -3.3% | -7.6% |
| 30D | -19.6% | +5.2% | -24.7% | -20.0% |
| 3M | -36.7% | +106.6% | -143.3% | -41.2% |
| 6M | -30.6% | +198.4% | -228.9% | -39.8% |
| YTD | -4.8% | +218.4% | -223.2% | -19.8% |
| 1Y | -13.1% | +136.2% | -149.3% | -24.5% |
| All | -13.1% | +152.1% | -165.2% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling