+19.9%
CAVA vs RMBS
-18.2%
+38.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.0% | +8.8% | +3.4% |
| 7D | +14.2% | -8.9% | +23.2% | +15.2% |
| 30D | +14.6% | -24.8% | +39.4% | +17.8% |
| 3M | -2.3% | -17.6% | +15.3% | -0.8% |
| 6M | -30.5% | -25.7% | -4.9% | -30.7% |
| YTD | +5.6% | -9.8% | +15.4% | +1.1% |
| 1Y | +19.9% | -17.4% | +37.2% | +14.8% |
| All | +19.9% | -18.2% | +38.1% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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