+100.7%
ROST vs CAVA
+41.9%
+58.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.1% | +1.9% |
| 7D | +0.2% | -8.0% | +8.2% | +1.1% |
| 30D | -6.9% | -19.6% | +12.7% | -4.7% |
| 3M | -3.3% | -36.7% | +33.4% | +1.4% |
| 6M | +9.0% | -30.6% | +39.6% | +12.7% |
| YTD | +28.9% | -4.8% | +33.6% | +27.4% |
| 1Y | +54.0% | -13.1% | +67.1% | +52.8% |
| 3Y | +100.7% | +48.8% | +51.9% | +86.3% |
| All | +100.7% | +41.9% | +58.8% | +86.3% |
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