+37.4%
CAVA vs ALK
-18.6%
+56.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.2% |
| 7D | -1.5% | +0.1% | -1.7% | -1.6% |
| 30D | -3.7% | -18.5% | +14.8% | +3.9% |
| 3M | -18.3% | -3.6% | -14.8% | -18.6% |
| 6M | -23.5% | -3.7% | -19.8% | -24.8% |
| YTD | +2.5% | -19.0% | +21.5% | +8.1% |
| 1Y | -8.0% | -36.0% | +28.1% | +5.9% |
| 3Y | +53.5% | +2.3% | +51.2% | +36.1% |
| All | +37.4% | -18.6% | +56.0% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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