+19.9%
CAVA vs VIVK
-100.0%
+119.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -27.5% | +30.2% | +3.0% |
| 7D | +14.2% | -68.7% | +82.9% | +15.2% |
| 30D | +14.6% | -90.0% | +104.6% | +16.5% |
| 3M | -2.3% | -98.1% | +95.7% | +0.5% |
| 6M | -30.5% | -99.9% | +69.4% | -27.4% |
| YTD | +5.6% | -99.9% | +105.5% | +7.6% |
| 1Y | +19.9% | -100.0% | +119.9% | +68.4% |
| All | +19.9% | -100.0% | +119.9% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling