+82.9%
CAVA vs ALHC
+25.0%
+57.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.8% |
| 7D | -4.4% | -0.8% | -3.6% | -4.4% |
| 30D | +8.2% | -9.6% | +17.9% | +9.6% |
| 3M | -17.4% | -44.5% | +27.1% | -10.8% |
| 6M | -25.7% | -59.2% | +33.5% | -17.6% |
| YTD | -2.3% | -62.0% | +59.7% | +8.7% |
| 1Y | +17.6% | -54.8% | +72.5% | +27.6% |
| All | +82.9% | +25.0% | +57.9% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling