+29.1%
CAVA vs VIG
+58.8%
-29.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.0% |
| 7D | -8.5% | -1.2% | -7.4% | -6.4% |
| 30D | -8.2% | -2.8% | -5.4% | -2.8% |
| 3M | -25.9% | +2.5% | -28.4% | -29.5% |
| 6M | -30.9% | +8.1% | -39.0% | -40.9% |
| YTD | -3.7% | +9.6% | -13.3% | -19.2% |
| 1Y | -13.4% | +14.2% | -27.6% | -33.1% |
| 3Y | +44.2% | +56.1% | -11.9% | -44.2% |
| All | +29.1% | +58.8% | -29.7% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling