+43.8%
CAVA vs ALC
-18.5%
+62.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -3.0% |
| 7D | -12.4% | -7.7% | -4.8% | -8.7% |
| 30D | -11.2% | -11.7% | +0.5% | -5.3% |
| 3M | -33.8% | +0.7% | -34.5% | -34.5% |
| 6M | -32.5% | -17.1% | -15.4% | -26.1% |
| YTD | -8.0% | -15.1% | +7.2% | -0.1% |
| 1Y | -17.1% | -14.1% | -3.0% | -10.8% |
| All | +43.8% | -18.5% | +62.3% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling