+27.6%
CAVA vs VIG
+59.2%
-31.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +2.1% |
| 7D | -8.0% | -1.1% | -7.0% | -6.0% |
| 30D | -19.6% | -2.7% | -16.8% | -14.9% |
| 3M | -36.7% | +2.5% | -39.2% | -39.8% |
| 6M | -30.6% | +9.2% | -39.8% | -41.8% |
| YTD | -4.8% | +9.8% | -14.6% | -20.5% |
| 1Y | -13.1% | +12.4% | -25.5% | -30.6% |
| 3Y | +48.8% | +55.9% | -7.1% | -41.8% |
| All | +27.6% | +59.2% | -31.5% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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