+23.3%
CAVA vs AFL
+78.7%
-55.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -12.4% | -3.3% | -9.2% | -11.6% |
| 30D | -11.2% | -5.0% | -6.2% | -9.9% |
| 3M | -33.8% | -1.8% | -32.0% | -33.6% |
| 6M | -32.5% | +4.8% | -37.4% | -33.8% |
| YTD | -8.0% | +5.4% | -13.4% | -10.3% |
| 1Y | -17.1% | +9.0% | -26.1% | -20.5% |
| 3Y | +37.8% | +63.0% | -25.2% | +17.4% |
| All | +23.3% | +78.7% | -55.3% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling