+23.3%
CAVA vs ROIV
+325.1%
-301.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.4% | -3.9% |
| 7D | -12.4% | +19.0% | -31.4% | -16.7% |
| 30D | -11.2% | +16.1% | -27.3% | -15.1% |
| 3M | -33.8% | +44.1% | -77.9% | -40.6% |
| 6M | -32.5% | +37.8% | -70.4% | -39.1% |
| YTD | -8.0% | +88.7% | -96.7% | -24.0% |
| 1Y | -17.1% | +197.3% | -214.4% | -40.5% |
| 3Y | +37.8% | +224.9% | -187.1% | -8.2% |
| All | +23.3% | +325.1% | -301.8% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling