+29.1%
CAVA vs RL
+192.2%
-163.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.3% | -2.7% | -4.3% |
| 7D | -8.5% | -0.3% | -8.3% | -8.4% |
| 30D | -8.2% | -17.5% | +9.3% | +1.3% |
| 3M | -25.9% | -14.0% | -11.9% | -20.4% |
| 6M | -30.9% | -2.0% | -29.0% | -31.4% |
| YTD | -3.7% | -4.6% | +0.9% | -3.1% |
| 1Y | -13.4% | +9.5% | -22.9% | -19.5% |
| 3Y | +44.2% | +200.5% | -156.2% | -31.4% |
| All | +29.1% | +192.2% | -163.1% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling