+27.6%
CAVA vs VCLT
+7.9%
+19.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.4% |
| 7D | -8.0% | -1.4% | -6.7% | -6.8% |
| 30D | -19.6% | -1.2% | -18.4% | -18.6% |
| 3M | -36.7% | -4.8% | -31.9% | -33.6% |
| 6M | -30.6% | -2.6% | -28.0% | -28.6% |
| YTD | -4.8% | -3.3% | -1.4% | -1.5% |
| 1Y | -13.1% | -4.8% | -8.3% | -8.9% |
| 3Y | +48.8% | +11.5% | +37.3% | +34.0% |
| All | +27.6% | +7.9% | +19.7% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling