+27.6%
CAVA vs VMC
+25.1%
+2.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +2.9% |
| 7D | -8.0% | -3.8% | -4.3% | -5.6% |
| 30D | -19.6% | -9.7% | -9.9% | -13.9% |
| 3M | -36.7% | -9.6% | -27.1% | -32.7% |
| 6M | -30.6% | -4.8% | -25.8% | -29.1% |
| YTD | -4.8% | -10.9% | +6.1% | -1.4% |
| 1Y | -13.1% | -15.6% | +2.5% | -6.1% |
| 3Y | +48.8% | +19.3% | +29.5% | +16.1% |
| All | +27.6% | +25.1% | +2.5% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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