+29.1%
CAVA vs ACM
-22.9%
+52.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.1% | -3.0% | -4.5% |
| 7D | -8.5% | -3.7% | -4.9% | -6.8% |
| 30D | -8.2% | -12.7% | +4.4% | -2.5% |
| 3M | -25.9% | -9.8% | -16.1% | -23.4% |
| 6M | -30.9% | -31.4% | +0.5% | -15.2% |
| YTD | -3.7% | -32.1% | +28.4% | +18.0% |
| 1Y | -13.4% | -47.8% | +34.4% | +26.3% |
| 3Y | +44.2% | -22.1% | +66.3% | +50.6% |
| All | +29.1% | -22.9% | +52.0% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling