+27.6%
CAVA vs ALM
+1,406.4%
-1,378.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.5% | +10.0% | +4.0% |
| 7D | -8.0% | -11.8% | +3.8% | -7.1% |
| 30D | -19.6% | +7.8% | -27.4% | -20.2% |
| 3M | -36.7% | -9.3% | -27.4% | -36.6% |
| 6M | -30.6% | -30.5% | -0.1% | -29.7% |
| YTD | -4.8% | +75.8% | -80.6% | -10.4% |
| 1Y | -13.1% | +241.2% | -254.3% | -22.3% |
| 3Y | +48.8% | +1,872.6% | -1,823.8% | +5.4% |
| All | +27.6% | +1,406.4% | -1,378.8% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling