+33.0%
CAVA vs ALK
-23.1%
+56.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.1% |
| 7D | -1.6% | -1.2% | -0.4% | -1.1% |
| 30D | +12.9% | +7.7% | +5.2% | +9.5% |
| 3M | -19.3% | -19.0% | -0.3% | -13.0% |
| 6M | -19.5% | -0.2% | -19.3% | -21.7% |
| YTD | -0.8% | -23.5% | +22.7% | +6.6% |
| 1Y | +20.8% | -9.1% | +29.9% | +20.0% |
| 3Y | +85.7% | +12.0% | +73.7% | +51.6% |
| All | +33.0% | -23.1% | +56.1% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling