+38.8%
CAVA vs ALC
-10.4%
+49.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.3% |
| 7D | -9.2% | -2.1% | -7.1% | -8.2% |
| 30D | -8.2% | -0.1% | -8.1% | -8.4% |
| 3M | -15.3% | +5.9% | -21.2% | -18.5% |
| 6M | -23.6% | -15.9% | -7.7% | -16.8% |
| YTD | +3.5% | -10.1% | +13.6% | +9.0% |
| 1Y | -7.9% | -10.2% | +2.3% | -3.3% |
| 3Y | +38.7% | -13.6% | +52.2% | +45.0% |
| All | +38.8% | -10.4% | +49.2% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling