+37.9%
CAVA vs ALLE
+69.4%
-31.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | +0.1% | +0.1% | +0.1% | +0.2% |
| 30D | +12.6% | +25.9% | -13.3% | +0.7% |
| 3M | -1.9% | +14.9% | -16.8% | -8.4% |
| 6M | -23.9% | +42.1% | -66.0% | -36.3% |
| YTD | +2.9% | +20.4% | -17.5% | -7.6% |
| 1Y | +21.6% | +14.9% | +6.8% | +12.0% |
| 3Y | +94.4% | +90.1% | +4.3% | +20.5% |
| All | +37.9% | +69.4% | -31.5% | -9.7% |
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