+43.8%
CAVA vs ALM
+1,934.4%
-1,890.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.6% | +5.2% | -3.7% |
| 7D | -12.4% | -7.1% | -5.3% | -12.0% |
| 30D | -11.2% | +24.7% | -35.9% | -12.7% |
| 3M | -33.8% | +8.3% | -42.1% | -34.6% |
| 6M | -32.5% | -22.2% | -10.3% | -32.3% |
| YTD | -8.0% | +88.1% | -96.1% | -13.1% |
| 1Y | -17.1% | +272.4% | -289.5% | -25.1% |
| All | +43.8% | +1,934.4% | -1,890.6% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling