+37.4%
CAVA vs VMC
+27.9%
+9.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | 0.0% |
| 7D | -1.5% | -0.5% | -1.0% | -1.2% |
| 30D | -3.7% | -9.1% | +5.4% | +2.3% |
| 3M | -18.3% | -4.1% | -14.2% | -16.7% |
| 6M | -23.5% | -5.5% | -17.9% | -21.4% |
| YTD | +2.5% | -8.9% | +11.4% | +4.5% |
| 1Y | -8.0% | -12.9% | +5.0% | -2.9% |
| 3Y | +53.5% | +22.1% | +31.4% | +17.7% |
| All | +37.4% | +27.9% | +9.5% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling