+48.8%
CAVA vs ROK
+51.1%
-2.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.7% |
| 7D | -8.0% | -1.2% | -6.8% | -7.4% |
| 30D | -19.6% | -4.8% | -14.8% | -17.6% |
| 3M | -36.7% | -6.1% | -30.6% | -35.1% |
| 6M | -30.6% | +15.5% | -46.1% | -36.4% |
| YTD | -4.8% | +11.2% | -16.0% | -11.6% |
| 1Y | -13.1% | +23.8% | -37.0% | -24.0% |
| 3Y | +48.8% | +53.1% | -4.3% | +4.2% |
| All | +48.8% | +51.1% | -2.3% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 3y: compounded portfolio wealth divided by compounded ROK 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…
3y analysis · Full analysis span regression · 6 months rolling