Preheat oven to 425° F.
Line a baking sheet with parchment paper or aluminum foil. Place beets on baking sheet and drizzle with olive oil. Roast beets in oven for 40-45 minutes or until fork tender.
Remove from oven and cool to room temperature. Once beets are cool, remove the skins. (Be careful, the beet juice will stain.) Place beets on a cutting board and slice into 1/4-inch rounds. Set aside.
Using a sharp knife, carefully cut the peel off the Cara Cara oranges by first cutting off each end. Place one cut end of the orange on a cutting board and cut around the orange starting from top to bottom, cutting off only the peel and the white pith. Cut peeled orange into 1/4-inch rounds. Repeat with remaining oranges. Set aside.
Place fennel on cutting board and remove core by cutting a wedge-shape piece from top of the core through the bottom. Discard the core. Place bulb, cut side down, on cutting board, and slice bulb lengthwise into very thin slices. Set aside.
Arrange lettuce on a large platter. Layer roasted beets, oranges, and fennel on lettuce. Sprinkle with almonds and goat cheese. Garnish with fennel fronds, if desired. Set aside.
Right before serving, whisk together orange juice, honey, olive oil, and vinegar. Season with salt and pepper to taste. Drizzle dressing over salad and serve immediately.