+27.6%
CAVA vs ALB
-45.4%
+73.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.8% | +7.2% | +4.3% |
| 7D | -8.0% | -6.9% | -1.1% | -6.6% |
| 30D | -19.6% | -8.4% | -11.1% | -18.0% |
| 3M | -36.7% | -25.9% | -10.8% | -32.6% |
| 6M | -30.6% | -29.7% | -0.9% | -26.3% |
| YTD | -4.8% | -16.5% | +11.7% | -3.0% |
| 1Y | -13.1% | +58.7% | -71.8% | -24.0% |
| 3Y | +48.8% | -34.0% | +82.7% | +61.2% |
| All | +27.6% | -45.4% | +73.0% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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