+37.4%
CAVA vs VFC
-25.4%
+62.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.6% |
| 7D | -1.5% | +0.8% | -2.4% | -1.7% |
| 30D | -3.7% | -11.9% | +8.3% | -0.8% |
| 3M | -18.3% | -20.2% | +1.8% | -14.6% |
| 6M | -23.5% | -23.0% | -0.5% | -19.4% |
| YTD | +2.5% | -26.2% | +28.7% | +8.7% |
| 1Y | -8.0% | -13.3% | +5.4% | -6.3% |
| 3Y | +53.5% | -25.5% | +79.0% | +50.4% |
| All | +37.4% | -25.4% | +62.7% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling