-7.9%
CAVA vs RNG
+144.7%
-152.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.1% |
| 7D | -9.2% | +5.8% | -15.0% | -9.7% |
| 30D | -8.2% | +19.6% | -27.8% | -9.9% |
| 3M | -15.3% | +67.0% | -82.3% | -19.8% |
| 6M | -23.6% | +88.4% | -112.0% | -29.4% |
| YTD | +3.5% | +155.5% | -152.0% | -11.0% |
| 1Y | -7.9% | +141.7% | -149.6% | -23.4% |
| All | -7.9% | +144.7% | -152.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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