+252.4%
NRG vs CAVA
+33.0%
+219.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.9% |
| 7D | -4.7% | -8.0% | +3.4% | -2.9% |
| 30D | -6.0% | -19.6% | +13.6% | -1.5% |
| 3M | -8.0% | -36.7% | +28.7% | +0.8% |
| 6M | -23.2% | -30.6% | +7.4% | -18.0% |
| YTD | -28.1% | -4.8% | -23.3% | -29.7% |
| 1Y | -27.3% | -13.1% | -14.1% | -27.7% |
| 3Y | +208.7% | +48.8% | +159.9% | +210.4% |
| All | +252.4% | +33.0% | +219.4% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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