+38.8%
CAVA vs ALLY
+73.3%
-34.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | -9.2% | +3.7% | -12.9% | -11.0% |
| 30D | -8.2% | -2.3% | -5.9% | -6.9% |
| 3M | -15.3% | +3.8% | -19.1% | -17.2% |
| 6M | -23.6% | +9.7% | -33.3% | -27.7% |
| YTD | +3.5% | -1.4% | +4.9% | +3.8% |
| 1Y | -7.9% | +8.2% | -16.1% | -12.3% |
| 3Y | +38.7% | +66.5% | -27.8% | +6.6% |
| All | +38.8% | +73.3% | -34.5% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling