+33.0%
CAVA vs ALHC
+13.4%
+19.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.8% |
| 7D | -1.6% | +0.3% | -1.8% | -1.6% |
| 30D | +12.9% | -10.6% | +23.4% | +14.3% |
| 3M | -19.3% | -45.3% | +26.0% | -13.1% |
| 6M | -19.5% | -59.7% | +40.3% | -11.1% |
| YTD | -0.8% | -62.7% | +62.0% | +9.9% |
| 1Y | +20.8% | -56.1% | +76.9% | +30.9% |
| 3Y | +85.7% | +21.3% | +64.4% | +69.1% |
| All | +33.0% | +13.4% | +19.6% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling