+48.8%
CAVA vs RJF
+69.0%
-20.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -8.0% | -2.7% | -5.3% | -6.2% |
| 30D | -19.6% | -4.3% | -15.3% | -17.1% |
| 3M | -36.7% | +15.7% | -52.4% | -43.4% |
| 6M | -30.6% | +17.8% | -48.4% | -39.2% |
| YTD | -4.8% | +9.2% | -14.0% | -11.4% |
| 1Y | -13.1% | +2.8% | -15.9% | -15.7% |
| 3Y | +48.8% | +69.5% | -20.7% | +3.1% |
| All | +48.8% | +69.0% | -20.2% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling