+29.1%
CAVA vs ALHC
+100.8%
-71.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.2% | -2.8% | -5.6% |
| 7D | -8.5% | -4.1% | -4.4% | -8.0% |
| 30D | -8.2% | -5.4% | -2.8% | -7.6% |
| 3M | -25.9% | -32.1% | +6.2% | -22.8% |
| 6M | -30.9% | -28.5% | -2.4% | -29.2% |
| YTD | -3.7% | -34.0% | +30.3% | -0.5% |
| 1Y | -13.4% | -20.9% | +7.5% | -12.6% |
| 3Y | +44.2% | +151.5% | -107.3% | +23.4% |
| All | +29.1% | +100.8% | -71.7% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling