-19.9%
CAVA vs VIK
+221.3%
-241.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.7% |
| 7D | -12.4% | -1.8% | -10.6% | -11.4% |
| 30D | -11.2% | -17.3% | +6.1% | -0.8% |
| 3M | -33.8% | -5.1% | -28.7% | -32.8% |
| 6M | -32.5% | +16.2% | -48.7% | -41.3% |
| YTD | -8.0% | +17.6% | -25.6% | -20.9% |
| 1Y | -17.1% | +33.5% | -50.6% | -35.8% |
| All | -19.9% | +221.3% | -241.2% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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