-12.3%
ROL vs CAVA
+43.2%
-55.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | -3.4% | -1.5% | -1.9% | -3.4% |
| 30D | -6.9% | -3.7% | -3.3% | -6.9% |
| 3M | -24.6% | -18.3% | -6.3% | -24.1% |
| 6M | -39.5% | -23.5% | -16.1% | -39.0% |
| YTD | -41.1% | +2.5% | -43.6% | -41.5% |
| 1Y | -37.9% | -8.0% | -30.0% | -38.2% |
| 3Y | +0.8% | +53.5% | -52.7% | -6.7% |
| All | -12.3% | +43.2% | -55.5% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling