+37.4%
CAVA vs ROP
-11.0%
+48.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | +0.6% |
| 7D | -1.5% | -5.4% | +3.9% | +1.6% |
| 30D | -3.7% | -1.6% | -2.0% | -2.8% |
| 3M | -18.3% | +18.8% | -37.2% | -27.3% |
| 6M | -23.5% | +8.2% | -31.7% | -27.7% |
| YTD | +2.5% | -10.5% | +13.0% | +9.6% |
| 1Y | -8.0% | -23.7% | +15.8% | +11.4% |
| 3Y | +53.5% | -17.9% | +71.4% | +69.7% |
| All | +37.4% | -11.0% | +48.3% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling