-10.7%
CAVA vs RBRK
+124.5%
-135.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +3.9% |
| 7D | -8.0% | -7.5% | -0.5% | -6.8% |
| 30D | -19.6% | -10.4% | -9.1% | -18.4% |
| 3M | -36.7% | +21.3% | -58.0% | -39.7% |
| 6M | -30.6% | +50.6% | -81.2% | -37.7% |
| YTD | -4.8% | +13.3% | -18.1% | -9.8% |
| 1Y | -13.1% | +11.2% | -24.4% | -18.2% |
| All | -10.7% | +124.5% | -135.2% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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