-17.1%
CAVA vs ALHC
-22.7%
+5.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.4% | -4.1% |
| 7D | -12.4% | -5.8% | -6.6% | -11.5% |
| 30D | -11.2% | -3.3% | -7.9% | -10.6% |
| 3M | -33.8% | -37.9% | +4.1% | -29.4% |
| 6M | -32.5% | -29.5% | -3.0% | -31.1% |
| YTD | -8.0% | -35.4% | +27.4% | -7.3% |
| 1Y | -17.1% | -22.4% | +5.3% | -22.1% |
| All | -17.1% | -22.7% | +5.5% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling