+27.6%
CAVA vs ACM
-23.5%
+51.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.0% |
| 7D | -8.0% | -4.6% | -3.5% | -5.8% |
| 30D | -19.6% | +4.1% | -23.6% | -21.0% |
| 3M | -36.7% | -8.3% | -28.4% | -35.1% |
| 6M | -30.6% | -30.1% | -0.5% | -16.0% |
| YTD | -4.8% | -32.6% | +27.8% | +17.1% |
| 1Y | -13.1% | -49.6% | +36.5% | +30.3% |
| 3Y | +48.8% | -23.0% | +71.8% | +56.9% |
| All | +27.6% | -23.5% | +51.2% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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