+27.6%
CAVA vs RNG
+104.6%
-77.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | -8.0% | -6.1% | -1.9% | -6.8% |
| 30D | -19.6% | +9.6% | -29.2% | -21.2% |
| 3M | -36.7% | +83.3% | -120.0% | -45.3% |
| 6M | -30.6% | +77.9% | -108.5% | -40.5% |
| YTD | -4.8% | +139.9% | -144.7% | -26.8% |
| 1Y | -13.1% | +121.7% | -134.8% | -31.9% |
| 3Y | +48.8% | +121.9% | -73.1% | +8.4% |
| All | +27.6% | +104.6% | -77.0% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling