+37.4%
CAVA vs ALM
+1,759.5%
-1,722.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.8% | -1.7% |
| 7D | -1.5% | +8.4% | -10.0% | -2.2% |
| 30D | -3.7% | +34.8% | -38.5% | -6.1% |
| 3M | -18.3% | +16.2% | -34.5% | -19.9% |
| 6M | -23.5% | +2.1% | -25.6% | -24.8% |
| YTD | +2.5% | +117.0% | -114.6% | -5.2% |
| 1Y | -8.0% | +313.9% | -321.8% | -19.0% |
| 3Y | +53.5% | +2,327.9% | -2,274.4% | +7.0% |
| All | +37.4% | +1,759.5% | -1,722.1% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling