-49.4%
VG vs CAVA
-51.2%
+1.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.2% |
| 7D | -7.7% | +0.1% | -7.8% | -7.8% |
| 30D | -8.8% | +12.6% | -21.4% | -10.9% |
| 3M | -15.6% | -1.9% | -13.7% | -16.2% |
| 6M | +5.2% | -23.9% | +29.2% | +8.5% |
| YTD | +76.9% | +2.9% | +74.0% | +54.2% |
| 1Y | +42.5% | +21.6% | +20.9% | +15.1% |
| All | -49.4% | -51.2% | +1.8% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 10y: compounded portfolio wealth divided by compounded CAVA 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…
10y analysis · Full analysis span regression · 6 months rolling