-13.1%
CAVA vs RJF
+5.1%
-18.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -8.0% | -2.7% | -5.3% | -6.6% |
| 30D | -19.6% | -4.3% | -15.3% | -17.6% |
| 3M | -36.7% | +15.7% | -52.4% | -42.3% |
| 6M | -30.6% | +17.8% | -48.4% | -38.2% |
| YTD | -4.8% | +9.2% | -14.0% | -9.1% |
| 1Y | -13.1% | +2.8% | -15.9% | -17.6% |
| All | -13.1% | +5.1% | -18.2% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling