+296.3%
RDW vs CAVA
+33.0%
+263.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -3.8% |
| 7D | +0.9% | -8.0% | +8.9% | +4.3% |
| 30D | -21.3% | -19.6% | -1.7% | -14.0% |
| 3M | -37.9% | -36.7% | -1.2% | -25.8% |
| 6M | +12.3% | -30.6% | +42.8% | +27.7% |
| YTD | +39.7% | -4.8% | +44.5% | +36.8% |
| 1Y | +25.7% | -13.1% | +38.8% | +27.1% |
| 3Y | +230.8% | +48.8% | +182.1% | +229.2% |
| All | +296.3% | +33.0% | +263.2% | +308.5% |
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