+177.7%
RCL vs CAVA
+28.6%
+149.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | +0.7% |
| 7D | -2.5% | -12.4% | +10.0% | +0.4% |
| 30D | -15.7% | -11.2% | -4.5% | -13.9% |
| 3M | -3.6% | -33.8% | +30.2% | +4.7% |
| 6M | -8.7% | -32.5% | +23.9% | -1.7% |
| YTD | -6.2% | -8.0% | +1.8% | -7.1% |
| 1Y | -22.9% | -17.1% | -5.7% | -22.3% |
| 3Y | +173.6% | +37.8% | +135.8% | +166.8% |
| All | +177.7% | +28.6% | +149.1% | +173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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