+85.7%
CAVA vs ALC
+4.4%
+81.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | -0.1% |
| 7D | -1.6% | -1.1% | -0.5% | -1.0% |
| 30D | +12.9% | +16.0% | -3.2% | +5.0% |
| 3M | -19.3% | +0.8% | -20.1% | -19.7% |
| 6M | -19.5% | +16.8% | -36.3% | -26.2% |
| YTD | -0.8% | -5.5% | +4.7% | +1.6% |
| 1Y | +20.8% | -5.3% | +26.1% | +23.5% |
| 3Y | +85.7% | +4.1% | +81.6% | +89.7% |
| All | +85.7% | +4.4% | +81.3% | +89.7% |
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