-1.9%
ROL vs CAVA
+38.6%
-40.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.0% |
| 3M | +7.9% | -19.3% | +27.2% | +8.7% |
| 6M | -25.6% | -19.5% | -6.2% | -25.2% |
| YTD | -34.1% | -0.8% | -33.4% | -34.6% |
| 1Y | -31.4% | +20.8% | -52.2% | -32.6% |
| 3Y | +4.7% | +85.7% | -81.0% | -4.8% |
| All | -1.9% | +38.6% | -40.6% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling