+38.8%
CAVA vs ABCL
+55.5%
-16.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -9.2% | +0.7% | -9.9% | -9.3% |
| 30D | -8.2% | +93.1% | -101.3% | -17.0% |
| 3M | -15.3% | +79.4% | -94.8% | -23.3% |
| 6M | -23.6% | +214.9% | -238.5% | -37.6% |
| YTD | +3.5% | +234.2% | -230.7% | -17.3% |
| 1Y | -7.9% | +174.8% | -182.6% | -25.0% |
| 3Y | +38.7% | +104.5% | -65.8% | +12.0% |
| All | +38.8% | +55.5% | -16.7% | +17.8% |
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