+48.8%
CAVA vs TROW
+11.3%
+37.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.3% |
| 7D | -8.0% | -3.2% | -4.9% | -6.0% |
| 30D | -19.6% | -4.6% | -15.0% | -16.9% |
| 3M | -36.7% | -0.7% | -36.0% | -37.2% |
| 6M | -30.6% | +22.2% | -52.8% | -40.7% |
| YTD | -4.8% | +6.6% | -11.4% | -11.1% |
| 1Y | -13.1% | +5.8% | -19.0% | -18.5% |
| 3Y | +48.8% | +11.6% | +37.2% | +26.3% |
| All | +48.8% | +11.3% | +37.4% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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