+29.1%
CAVA vs ACGL
+44.9%
-15.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.5% | -6.1% |
| 7D | -8.5% | -2.1% | -6.4% | -8.1% |
| 30D | -8.2% | -2.2% | -6.1% | -7.8% |
| 3M | -25.9% | +6.3% | -32.2% | -27.3% |
| 6M | -30.9% | +0.5% | -31.4% | -31.4% |
| YTD | -3.7% | +0.2% | -3.9% | -4.7% |
| 1Y | -13.4% | +7.3% | -20.7% | -16.2% |
| 3Y | +44.2% | +30.8% | +13.4% | +31.7% |
| All | +29.1% | +44.9% | -15.8% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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