+31.0%
CAVA vs ALLY
+52.0%
-21.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.7% |
| 7D | -4.4% | -2.1% | -2.3% | -3.2% |
| 30D | +8.2% | +2.0% | +6.2% | +7.2% |
| 3M | -17.4% | -13.3% | -4.1% | -10.6% |
| 6M | -25.7% | -9.9% | -15.8% | -21.4% |
| YTD | -2.3% | -13.5% | +11.3% | +5.4% |
| 1Y | +17.6% | -2.8% | +20.4% | +19.3% |
| 3Y | +84.6% | +63.4% | +21.2% | +44.6% |
| All | +31.0% | +52.0% | -21.0% | +9.1% |
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