+27.6%
CAVA vs ROP
-12.6%
+40.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -8.0% | -4.6% | -3.4% | -5.5% |
| 30D | -19.6% | -1.7% | -17.9% | -18.7% |
| 3M | -36.7% | +17.1% | -53.7% | -43.1% |
| 6M | -30.6% | +10.9% | -41.4% | -35.7% |
| YTD | -4.8% | -12.1% | +7.3% | +3.0% |
| 1Y | -13.1% | -24.2% | +11.1% | +5.3% |
| 3Y | +48.8% | -20.4% | +69.1% | +69.2% |
| All | +27.6% | -12.6% | +40.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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