+29.1%
CAVA vs RJF
+88.0%
-58.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.6% |
| 7D | -8.5% | -0.3% | -8.3% | -8.4% |
| 30D | -8.2% | -2.0% | -6.2% | -6.9% |
| 3M | -25.9% | +16.3% | -42.3% | -34.1% |
| 6M | -30.9% | +16.9% | -47.8% | -39.2% |
| YTD | -3.7% | +10.4% | -14.2% | -11.2% |
| 1Y | -13.4% | +7.4% | -20.8% | -18.9% |
| 3Y | +44.2% | +72.2% | -28.0% | -2.9% |
| All | +29.1% | +88.0% | -58.9% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling