-12.9%
ROL vs CAVA
+33.0%
-45.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.3% |
| 7D | -3.2% | -8.0% | +4.9% | -2.8% |
| 30D | -4.9% | -19.6% | +14.7% | -4.1% |
| 3M | -25.8% | -36.7% | +10.9% | -24.4% |
| 6M | -37.6% | -30.6% | -7.0% | -36.7% |
| YTD | -41.5% | -4.8% | -36.7% | -41.7% |
| 1Y | -39.5% | -13.1% | -26.4% | -39.6% |
| 3Y | +0.1% | +48.8% | -48.6% | -7.4% |
| All | -12.9% | +33.0% | -45.9% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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