+29.1%
CAVA vs ALC
-13.1%
+42.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.0% | -5.5% |
| 7D | -8.5% | -5.3% | -3.3% | -5.9% |
| 30D | -8.2% | -7.1% | -1.2% | -4.9% |
| 3M | -25.9% | +0.8% | -26.7% | -26.8% |
| 6M | -30.9% | -16.0% | -14.9% | -24.9% |
| YTD | -3.7% | -12.7% | +9.0% | +2.9% |
| 1Y | -13.4% | -12.8% | -0.6% | -7.7% |
| 3Y | +44.2% | -15.8% | +60.1% | +52.7% |
| All | +29.1% | -13.1% | +42.1% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling