+48.8%
CAVA vs VICR
+209.3%
-160.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.2% | -7.7% | +1.5% |
| 7D | -8.0% | +5.0% | -13.0% | -8.8% |
| 30D | -19.6% | -12.5% | -7.1% | -18.2% |
| 3M | -36.7% | -33.6% | -3.1% | -33.6% |
| 6M | -30.6% | +10.7% | -41.3% | -36.5% |
| YTD | -4.8% | +80.6% | -85.4% | -22.6% |
| 1Y | -13.1% | +288.4% | -301.5% | -41.8% |
| 3Y | +48.8% | +213.8% | -165.0% | -4.2% |
| All | +48.8% | +209.3% | -160.5% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 3y: compounded portfolio wealth divided by compounded VICR 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…
3y analysis · Full analysis span regression · 6 months rolling