-13.1%
CAVA vs RL
+8.8%
-21.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.2% |
| 7D | -8.0% | -3.4% | -4.6% | -6.5% |
| 30D | -19.6% | -14.4% | -5.1% | -13.8% |
| 3M | -36.7% | -13.6% | -23.1% | -32.6% |
| 6M | -30.6% | +0.6% | -31.1% | -32.2% |
| YTD | -4.8% | -3.6% | -1.2% | -4.7% |
| 1Y | -13.1% | +8.3% | -21.5% | -21.3% |
| All | -13.1% | +8.8% | -21.9% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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