+23.3%
CAVA vs VIVK
-100.0%
+123.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.9% | -4.5% |
| 7D | -12.4% | -9.5% | -3.0% | -12.4% |
| 30D | -11.2% | -35.1% | +23.9% | -11.0% |
| 3M | -33.8% | -93.4% | +59.6% | -33.2% |
| 6M | -32.5% | -98.0% | +65.5% | -31.6% |
| YTD | -8.0% | -97.9% | +89.9% | -7.9% |
| 1Y | -17.1% | -100.0% | +82.8% | -15.1% |
| 3Y | +37.8% | -100.0% | +137.8% | +37.5% |
| All | +23.3% | -100.0% | +123.3% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling