+27.6%
CAVA vs ALLY
+66.7%
-39.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | -8.0% | -3.8% | -4.2% | -6.1% |
| 30D | -19.6% | -4.9% | -14.6% | -17.3% |
| 3M | -36.7% | -2.6% | -34.1% | -35.9% |
| 6M | -30.6% | +15.7% | -46.3% | -36.1% |
| YTD | -4.8% | -5.2% | +0.4% | -2.5% |
| 1Y | -13.1% | +2.8% | -15.9% | -15.0% |
| 3Y | +48.8% | +63.4% | -14.7% | +15.6% |
| All | +27.6% | +66.7% | -39.1% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling