+19.9%
CAVA vs ALM
+44.8%
-24.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.7% |
| 7D | +14.2% | -6.4% | +20.6% | +14.9% |
| 30D | +14.6% | -35.0% | +49.6% | +19.5% |
| 3M | -2.3% | -33.8% | +31.5% | +1.6% |
| 6M | -30.5% | -55.0% | +24.5% | -25.9% |
| YTD | +5.6% | -0.2% | +5.8% | +4.8% |
| 1Y | +19.9% | +41.8% | -21.9% | +17.7% |
| All | +19.9% | +44.8% | -24.9% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling