+29.1%
CAVA vs VCLT
+9.1%
+19.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.9% |
| 7D | -8.5% | 0.0% | -8.6% | -8.5% |
| 30D | -8.2% | +0.1% | -8.3% | -8.3% |
| 3M | -25.9% | -2.9% | -23.0% | -23.7% |
| 6M | -30.9% | -4.0% | -27.0% | -28.2% |
| YTD | -3.7% | -2.2% | -1.5% | -1.4% |
| 1Y | -13.4% | -2.6% | -10.8% | -11.1% |
| 3Y | +44.2% | +12.3% | +31.9% | +29.2% |
| All | +29.1% | +9.1% | +19.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling