+38.8%
CAVA vs RL
+205.8%
-167.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -2.5% |
| 7D | -9.2% | -0.8% | -8.4% | -8.9% |
| 30D | -8.2% | -7.8% | -0.4% | -4.6% |
| 3M | -15.3% | -4.0% | -11.3% | -14.1% |
| 6M | -23.6% | -1.9% | -21.7% | -24.1% |
| YTD | +3.5% | -0.2% | +3.7% | +1.7% |
| 1Y | -7.9% | +10.7% | -18.6% | -14.8% |
| 3Y | +38.7% | +210.8% | -172.1% | -34.6% |
| All | +38.8% | +205.8% | -167.0% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling