+37.4%
CAVA vs RGEN
+5.7%
+31.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -1.5% | -0.9% | -0.7% | -1.3% |
| 30D | -3.7% | +2.8% | -6.5% | -4.3% |
| 3M | -18.3% | +34.5% | -52.8% | -24.8% |
| 6M | -23.5% | +40.5% | -63.9% | -30.7% |
| YTD | +2.5% | +2.8% | -0.4% | +0.1% |
| 1Y | -8.0% | +39.6% | -47.6% | -17.0% |
| 3Y | +53.5% | +4.4% | +49.1% | +45.3% |
| All | +37.4% | +5.7% | +31.6% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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