+27.6%
CAVA vs ROKU
+114.3%
-86.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | -8.0% | -0.4% | -7.6% | -7.9% |
| 30D | -19.6% | +2.1% | -21.6% | -20.0% |
| 3M | -36.7% | +29.5% | -66.2% | -41.8% |
| 6M | -30.6% | +53.8% | -84.4% | -39.7% |
| YTD | -4.8% | +42.8% | -47.6% | -15.9% |
| 1Y | -13.1% | +60.7% | -73.9% | -26.4% |
| 3Y | +48.8% | +83.9% | -35.1% | +10.9% |
| All | +27.6% | +114.3% | -86.6% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 5y: compounded portfolio wealth divided by compounded ROKU 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…
5y analysis · Full analysis span regression · 6 months rolling