-13.1%
CAVA vs RNG
+128.1%
-141.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | -8.0% | -6.1% | -1.9% | -7.5% |
| 30D | -19.6% | +9.6% | -29.2% | -20.3% |
| 3M | -36.7% | +83.3% | -120.0% | -40.9% |
| 6M | -30.6% | +77.9% | -108.5% | -35.5% |
| YTD | -4.8% | +139.9% | -144.7% | -17.8% |
| 1Y | -13.1% | +121.7% | -134.8% | -26.5% |
| All | -13.1% | +128.1% | -141.2% | -26.5% |
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