+31.0%
CAVA vs ACGL
+64.7%
-33.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -4.4% | -1.2% | -3.2% | -4.2% |
| 30D | +8.2% | +12.8% | -4.5% | +5.4% |
| 3M | -17.4% | +12.3% | -29.7% | -19.6% |
| 6M | -25.7% | +15.8% | -41.5% | -28.4% |
| YTD | -2.3% | +13.9% | -16.2% | -6.0% |
| 1Y | +17.6% | +19.0% | -1.4% | +11.7% |
| 3Y | +84.6% | +33.7% | +50.9% | +71.3% |
| All | +31.0% | +64.7% | -33.7% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling