-51.4%
VG vs CAVA
-52.2%
+0.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -22.0% | +0.7% | -22.7% | -22.3% |
| 30D | -11.6% | +13.6% | -25.2% | -13.8% |
| 3M | -14.9% | -4.9% | -9.9% | -15.0% |
| 6M | -3.5% | -33.9% | +30.4% | +3.0% |
| YTD | +70.0% | +0.8% | +69.2% | +48.6% |
| 1Y | +50.0% | +27.0% | +23.0% | +18.1% |
| All | -51.4% | -52.2% | +0.9% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling