+36.6%
CAVA vs ABCL
+62.6%
-26.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.5% |
| 7D | -3.5% | -2.7% | -0.8% | -3.2% |
| 30D | +13.8% | -5.4% | +19.2% | +14.0% |
| 3M | -1.7% | +22.4% | -24.1% | -5.3% |
| 6M | -25.2% | +127.6% | -152.9% | -35.7% |
| YTD | +1.9% | +249.4% | -247.5% | -19.8% |
| 1Y | +21.4% | +198.0% | -176.6% | -2.0% |
| 3Y | +92.5% | +195.8% | -103.3% | +41.5% |
| All | +36.6% | +62.6% | -26.0% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling