-35.7%
VG vs CAVA
-54.4%
+18.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.0% | +9.8% | +4.8% |
| 7D | +3.8% | -8.5% | +12.3% | +5.3% |
| 30D | +7.2% | -8.2% | +15.5% | +8.2% |
| 3M | +22.8% | -25.9% | +48.7% | +28.0% |
| 6M | +33.2% | -30.9% | +64.1% | +38.3% |
| YTD | +124.8% | -3.7% | +128.5% | +99.0% |
| 1Y | +15.8% | -13.4% | +29.3% | +7.8% |
| All | -35.7% | -54.4% | +18.7% | -22.7% |
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