+23.3%
CAVA vs VTR
+116.4%
-93.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.7% |
| 7D | -12.4% | -1.8% | -10.6% | -12.0% |
| 30D | -11.2% | +4.0% | -15.2% | -12.0% |
| 3M | -33.8% | +7.8% | -41.6% | -35.4% |
| 6M | -32.5% | +6.4% | -38.9% | -34.0% |
| YTD | -8.0% | +18.3% | -26.3% | -12.7% |
| 1Y | -17.1% | +33.9% | -51.1% | -24.7% |
| 3Y | +37.8% | +134.3% | -96.5% | -2.1% |
| All | +23.3% | +116.4% | -93.1% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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