+115.6%
ROST vs CAVA
+34.5%
+81.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.3% | -1.1% |
| 7D | -2.2% | -8.5% | +6.3% | -1.3% |
| 30D | -11.4% | -8.2% | -3.2% | -10.8% |
| 3M | -1.6% | -25.9% | +24.3% | +1.1% |
| 6M | +6.8% | -30.9% | +37.7% | +10.3% |
| YTD | +25.8% | -3.7% | +29.5% | +24.4% |
| 1Y | +52.4% | -13.4% | +65.8% | +51.5% |
| 3Y | +94.4% | +44.2% | +50.1% | +81.3% |
| All | +115.6% | +34.5% | +81.1% | +103.0% |
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