+19.9%
CAVA vs VFC
+52.5%
-32.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.4% | -1.7% | +1.1% |
| 7D | +14.2% | +21.5% | -7.2% | +6.1% |
| 30D | +14.6% | +46.7% | -32.1% | -0.6% |
| 3M | -2.3% | +38.4% | -40.7% | -13.7% |
| 6M | -30.5% | +15.2% | -45.7% | -35.7% |
| YTD | +5.6% | +17.8% | -12.2% | -4.0% |
| 1Y | +19.9% | +55.6% | -35.7% | -13.3% |
| All | +19.9% | +52.5% | -32.6% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling