-8.2%
RIG vs CAVA
+34.5%
-42.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.2% | 0.0% |
| 7D | -8.2% | -8.5% | +0.3% | -7.0% |
| 30D | -0.2% | -8.2% | +8.1% | +0.7% |
| 3M | -2.7% | -25.9% | +23.2% | +0.9% |
| 6M | -7.5% | -30.9% | +23.5% | -3.7% |
| YTD | +38.3% | -3.7% | +42.0% | +34.0% |
| 1Y | +81.8% | -13.4% | +95.3% | +78.8% |
| 3Y | -30.2% | +44.2% | -74.4% | -35.2% |
| All | -8.2% | +34.5% | -42.7% | -11.2% |
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