+29.1%
CAVA vs RY
+142.8%
-113.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.0% | -5.0% |
| 7D | -8.5% | -0.5% | -8.0% | -8.0% |
| 30D | -8.2% | -1.9% | -6.3% | -6.4% |
| 3M | -25.9% | +5.1% | -31.1% | -29.9% |
| 6M | -30.9% | +28.2% | -59.1% | -46.8% |
| YTD | -3.7% | +22.9% | -26.6% | -22.2% |
| 1Y | -13.4% | +45.5% | -58.9% | -40.6% |
| 3Y | +44.2% | +156.7% | -112.5% | -39.9% |
| All | +29.1% | +142.8% | -113.7% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling