+33.0%
CAVA vs ALM
+699.4%
-666.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | +0.9% |
| 7D | -1.6% | +1.2% | -2.8% | -1.7% |
| 30D | +12.9% | -19.3% | +32.2% | +14.6% |
| 3M | -19.3% | -40.6% | +21.3% | -16.3% |
| 6M | -19.5% | -57.9% | +38.5% | -15.0% |
| YTD | -0.8% | -6.7% | +5.9% | -2.0% |
| 1Y | +20.8% | +20.2% | +0.6% | +17.0% |
| 3Y | +85.7% | +879.4% | -793.8% | +39.1% |
| All | +33.0% | +699.4% | -666.4% | +11.1% |
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