+27.6%
CAVA vs VYM
+68.7%
-41.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +2.3% |
| 7D | -8.0% | -0.8% | -7.2% | -6.6% |
| 30D | -19.6% | -2.2% | -17.3% | -16.2% |
| 3M | -36.7% | +3.1% | -39.7% | -39.9% |
| 6M | -30.6% | +9.7% | -40.3% | -41.0% |
| YTD | -4.8% | +14.9% | -19.7% | -24.9% |
| 1Y | -13.1% | +17.6% | -30.7% | -34.2% |
| 3Y | +48.8% | +65.3% | -16.5% | -35.8% |
| All | +27.6% | +68.7% | -41.0% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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