+37.4%
CAVA vs VSH
+21.7%
+15.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -1.5% | +6.2% | -7.7% | -3.2% |
| 30D | -3.7% | -11.1% | +7.5% | -0.7% |
| 3M | -18.3% | -44.9% | +26.6% | -5.1% |
| 6M | -23.5% | +90.0% | -113.4% | -48.3% |
| YTD | +2.5% | +118.8% | -116.3% | -35.4% |
| 1Y | -8.0% | +109.0% | -116.9% | -41.4% |
| 3Y | +53.5% | +35.6% | +17.9% | +17.4% |
| All | +37.4% | +21.7% | +15.7% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling