Cave Rock is out of Georgie's Angel (Bellamy Road), a graded stakes winner who took the Grade 3 Schuylerville S. in 2011, and is a half-brother to three other winners. Georgie's Angel is a half-sister to the Grade 3 winner Lawn Ranger (U S Ranger) and to the multiple winners Bootprints, Prairie Fever and Said I Wouldn't, all by Richter Scale.

Second dam Lalka (Dynaformer) is a half-sister to the dual Listed winner Gumboots (Storm Boot) and the Listed winner Buffalo Jump (Benny The Dip).

Third dam Celmis (Bold Ruckus) won two Listed races. She is a half-sister to the multiple Listed winner Tethra (Cure The Blues) and to the three-time winner Ada Ruckus (Bold Ruckus), dam of the sire Excaper, a Grade 2 winner placed in the Grade 1 Breeders' Cup Juvenile Turf, and of the Listed winner Quite A Ruckus.

Georgie's Angel has a yearling full brother to Cave Rock and a filly foal by Improbable, and she was covered again by Connect.