+50.5%
CAVA vs ROP
-18.8%
+69.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.3% |
| 7D | -8.5% | -6.1% | -2.4% | -5.3% |
| 30D | -8.2% | -3.4% | -4.9% | -6.5% |
| 3M | -25.9% | +16.7% | -42.6% | -33.1% |
| 6M | -30.9% | +8.1% | -39.0% | -34.6% |
| YTD | -3.7% | -11.7% | +8.0% | +3.7% |
| 1Y | -13.4% | -24.2% | +10.8% | +4.4% |
| All | +50.5% | -18.8% | +69.2% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling