+29.1%
CAVA vs RNG
+106.8%
-77.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.3% | -5.9% |
| 7D | -8.5% | -4.1% | -4.5% | -7.8% |
| 30D | -8.2% | +8.6% | -16.9% | -10.0% |
| 3M | -25.9% | +78.0% | -103.9% | -35.5% |
| 6M | -30.9% | +67.0% | -98.0% | -39.9% |
| YTD | -3.7% | +142.4% | -146.1% | -26.1% |
| 1Y | -13.4% | +120.4% | -133.9% | -32.0% |
| 3Y | +44.2% | +122.1% | -77.9% | +5.2% |
| All | +29.1% | +106.8% | -77.7% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling