+23.3%
CAVA vs VSH
+21.3%
+2.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.2% |
| 7D | -12.4% | +3.1% | -15.5% | -13.2% |
| 30D | -11.2% | -5.7% | -5.5% | -9.9% |
| 3M | -33.8% | -42.5% | +8.7% | -24.0% |
| 6M | -32.5% | +82.7% | -115.2% | -53.6% |
| YTD | -8.0% | +118.2% | -126.2% | -42.0% |
| 1Y | -17.1% | +109.7% | -126.8% | -47.3% |
| 3Y | +37.8% | +35.3% | +2.5% | +5.5% |
| All | +23.3% | +21.3% | +2.0% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling