+33.0%
CAVA vs ACI
-30.2%
+63.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | -1.6% | +2.3% | -3.8% | -1.6% |
| 30D | +12.9% | +1.2% | +11.6% | +12.8% |
| 3M | -19.3% | +6.8% | -26.1% | -19.5% |
| 6M | -19.5% | -18.7% | -0.7% | -19.1% |
| YTD | -0.8% | -20.2% | +19.4% | -1.4% |
| 1Y | +20.8% | -23.7% | +44.5% | +20.9% |
| 3Y | +85.7% | -31.6% | +117.3% | +82.5% |
| All | +33.0% | -30.2% | +63.2% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 5y: compounded portfolio wealth divided by compounded ACI 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…
5y analysis · Full analysis span regression · 6 months rolling