+27.6%
CAVA vs ABCL
+48.2%
-20.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +2.9% |
| 7D | -8.0% | -4.7% | -3.3% | -7.4% |
| 30D | -19.6% | +5.2% | -24.7% | -20.3% |
| 3M | -36.7% | +106.6% | -143.3% | -43.8% |
| 6M | -30.6% | +198.4% | -228.9% | -42.9% |
| YTD | -4.8% | +218.4% | -223.2% | -23.5% |
| 1Y | -13.1% | +136.2% | -149.3% | -27.4% |
| 3Y | +48.8% | +103.2% | -54.4% | +19.9% |
| All | +27.6% | +48.2% | -20.5% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling