-19.5%
CAVA vs ALM
-62.1%
+42.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | +0.9% |
| 7D | -1.6% | +1.2% | -2.8% | -1.6% |
| 30D | +12.9% | -19.3% | +32.2% | +14.2% |
| 3M | -19.3% | -40.6% | +21.3% | -16.3% |
| 6M | -19.5% | -57.9% | +38.5% | -17.0% |
| All | -19.5% | -62.1% | +42.6% | -17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling