-7.9%
CAVA vs RMBS
+16.3%
-24.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | -9.2% | -0.3% | -8.9% | -9.2% |
| 30D | -8.2% | -12.2% | +4.0% | -6.9% |
| 3M | -15.3% | -49.5% | +34.2% | -9.6% |
| 6M | -23.6% | -7.1% | -16.4% | -26.1% |
| YTD | +3.5% | -7.0% | +10.5% | 0.0% |
| 1Y | -7.9% | +13.3% | -21.2% | -11.0% |
| All | -7.9% | +16.3% | -24.2% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling