+23.3%
CAVA vs VFC
-28.1%
+51.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.9% | -4.1% |
| 7D | -12.4% | -3.3% | -9.2% | -11.7% |
| 30D | -11.2% | -14.0% | +2.8% | -8.0% |
| 3M | -33.8% | -22.6% | -11.2% | -30.2% |
| 6M | -32.5% | -24.7% | -7.8% | -28.5% |
| YTD | -8.0% | -29.0% | +21.0% | -1.5% |
| 1Y | -17.1% | -13.8% | -3.3% | -15.4% |
| 3Y | +37.8% | -28.2% | +66.1% | +36.3% |
| All | +23.3% | -28.1% | +51.5% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling