+27.6%
CAVA vs RIO
+82.5%
-54.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.2% |
| 7D | -8.0% | -3.2% | -4.8% | -6.7% |
| 30D | -19.6% | +0.9% | -20.5% | -19.9% |
| 3M | -36.7% | -1.4% | -35.2% | -36.4% |
| 6M | -30.6% | +10.9% | -41.5% | -34.6% |
| YTD | -4.8% | +31.2% | -36.0% | -16.0% |
| 1Y | -13.1% | +67.9% | -81.0% | -30.6% |
| 3Y | +48.8% | +88.8% | -40.0% | +6.8% |
| All | +27.6% | +82.5% | -54.8% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 5y: compounded portfolio wealth divided by compounded RIO 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…
5y analysis · Full analysis span regression · 6 months rolling