+33.0%
CAVA vs ALLY
+53.2%
-20.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | -1.6% | +0.4% | -1.9% | -1.7% |
| 30D | +12.9% | +5.2% | +7.6% | +9.9% |
| 3M | -19.3% | -13.3% | -6.0% | -12.7% |
| 6M | -19.5% | -6.7% | -12.8% | -16.5% |
| YTD | -0.8% | -12.8% | +12.0% | +6.5% |
| 1Y | +20.8% | +0.7% | +20.1% | +20.3% |
| 3Y | +85.7% | +65.2% | +20.5% | +44.7% |
| All | +33.0% | +53.2% | -20.2% | +10.3% |
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