+23.3%
CAVA vs ROP
-12.6%
+35.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -4.2% |
| 7D | -12.4% | -8.0% | -4.4% | -8.1% |
| 30D | -11.2% | -2.7% | -8.5% | -9.8% |
| 3M | -33.8% | +16.6% | -50.4% | -40.4% |
| 6M | -32.5% | +10.4% | -42.9% | -37.3% |
| YTD | -8.0% | -12.1% | +4.1% | -0.5% |
| 1Y | -17.1% | -23.6% | +6.5% | -0.2% |
| 3Y | +37.8% | -19.3% | +57.2% | +54.1% |
| All | +23.3% | -12.6% | +35.9% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling