+4.7%
ROL vs CAVA
+87.8%
-83.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.0% | +2.5% |
| 7D | +3.0% | -1.6% | +4.5% | +3.1% |
| 30D | +19.8% | +12.9% | +6.9% | +19.1% |
| 3M | +7.9% | -19.3% | +27.2% | +8.6% |
| 6M | -25.6% | -19.5% | -6.2% | -25.3% |
| YTD | -34.1% | -0.8% | -33.4% | -34.5% |
| 1Y | -31.4% | +20.8% | -52.2% | -32.4% |
| 3Y | +4.7% | +85.7% | -81.0% | -4.4% |
| All | +4.7% | +87.8% | -83.2% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling