+38.8%
CAVA vs ACGL
+47.9%
-9.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.1% |
| 7D | -9.2% | -0.7% | -8.5% | -9.1% |
| 30D | -8.2% | -1.0% | -7.2% | -8.0% |
| 3M | -15.3% | +11.0% | -26.4% | -17.7% |
| 6M | -23.6% | -0.3% | -23.3% | -23.9% |
| YTD | +3.5% | +2.3% | +1.3% | +2.1% |
| 1Y | -7.9% | +6.4% | -14.3% | -10.4% |
| 3Y | +38.7% | +34.0% | +4.7% | +26.1% |
| All | +38.8% | +47.9% | -9.1% | +40.5% |
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