+23.3%
CAVA vs VSXY
+304.8%
-281.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.4% | -4.0% |
| 7D | -12.4% | -0.3% | -12.1% | -12.4% |
| 30D | -11.2% | -22.1% | +10.9% | -8.1% |
| 3M | -33.8% | -1.1% | -32.6% | -34.1% |
| 6M | -32.5% | +53.8% | -86.3% | -38.8% |
| YTD | -8.0% | +35.5% | -43.5% | -15.0% |
| 1Y | -17.1% | +186.0% | -203.1% | -33.3% |
| 3Y | +37.8% | +343.2% | -305.4% | -0.2% |
| All | +23.3% | +304.8% | -281.5% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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