+183.6%
RCL vs CAVA
+43.2%
+140.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | 0.0% |
| 7D | -0.5% | -1.5% | +1.1% | -0.1% |
| 30D | -17.3% | -3.7% | -13.7% | -17.0% |
| 3M | -2.8% | -18.3% | +15.6% | +0.8% |
| 6M | -4.4% | -23.5% | +19.1% | +0.2% |
| YTD | -4.2% | +2.5% | -6.6% | -7.3% |
| 1Y | -23.4% | -8.0% | -15.4% | -24.6% |
| 3Y | +179.4% | +53.5% | +125.9% | +166.3% |
| All | +183.6% | +43.2% | +140.4% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling