+27.6%
CAVA vs VFC
-25.0%
+52.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +2.5% |
| 7D | -8.0% | -1.4% | -6.6% | -7.7% |
| 30D | -19.6% | -9.0% | -10.6% | -17.7% |
| 3M | -36.7% | -24.2% | -12.5% | -33.0% |
| 6M | -30.6% | -18.5% | -12.1% | -27.8% |
| YTD | -4.8% | -25.9% | +21.1% | +1.0% |
| 1Y | -13.1% | -13.0% | -0.1% | -11.5% |
| 3Y | +48.8% | -20.3% | +69.1% | +42.0% |
| All | +27.6% | -25.0% | +52.6% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling