+38.8%
CAVA vs ALLE
+40.0%
-1.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -2.0% |
| 7D | -9.2% | -0.2% | -9.0% | -9.1% |
| 30D | -8.2% | -6.8% | -1.4% | -5.0% |
| 3M | -15.3% | +21.0% | -36.4% | -23.4% |
| 6M | -23.6% | +1.1% | -24.7% | -24.6% |
| YTD | +3.5% | -0.5% | +4.1% | +2.0% |
| 1Y | -7.9% | -7.3% | -0.6% | -5.8% |
| 3Y | +38.7% | +42.3% | -3.6% | +5.1% |
| All | +38.8% | +40.0% | -1.2% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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