+27.6%
CAVA vs AFL
+79.9%
-52.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | -8.0% | -1.6% | -6.4% | -7.6% |
| 30D | -19.6% | -4.0% | -15.5% | -18.7% |
| 3M | -36.7% | -0.5% | -36.2% | -36.8% |
| 6M | -30.6% | +6.5% | -37.1% | -32.3% |
| YTD | -4.8% | +6.2% | -11.0% | -7.3% |
| 1Y | -13.1% | +8.3% | -21.4% | -16.4% |
| 3Y | +48.8% | +62.5% | -13.8% | +26.8% |
| All | +27.6% | +79.9% | -52.3% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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