-13.1%
CAVA vs VSH
+119.5%
-132.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.7% | +2.6% |
| 7D | -8.0% | +4.8% | -12.8% | -8.7% |
| 30D | -19.6% | -0.7% | -18.9% | -19.6% |
| 3M | -36.7% | -43.1% | +6.4% | -31.1% |
| 6M | -30.6% | +91.8% | -122.4% | -53.0% |
| YTD | -4.8% | +131.6% | -136.4% | -42.5% |
| 1Y | -13.1% | +118.1% | -131.2% | -47.8% |
| All | -13.1% | +119.5% | -132.6% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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