+27.6%
CAVA vs VO
+58.6%
-31.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +2.0% |
| 7D | -8.0% | -1.5% | -6.5% | -5.2% |
| 30D | -19.6% | -3.0% | -16.5% | -14.5% |
| 3M | -36.7% | +2.8% | -39.5% | -39.7% |
| 6M | -30.6% | +10.9% | -41.5% | -42.8% |
| YTD | -4.8% | +12.5% | -17.2% | -23.1% |
| 1Y | -13.1% | +12.0% | -25.1% | -29.1% |
| 3Y | +48.8% | +56.3% | -7.5% | -32.0% |
| All | +27.6% | +58.6% | -31.0% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling