+270.1%
VIAV vs CAVA
+33.0%
+237.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +3.3% |
| 7D | +11.2% | -8.0% | +19.2% | +12.1% |
| 30D | -10.1% | -19.6% | +9.4% | -8.2% |
| 3M | -22.9% | -36.7% | +13.8% | -19.8% |
| 6M | +28.8% | -30.6% | +59.4% | +32.8% |
| YTD | +117.5% | -4.8% | +122.2% | +117.2% |
| 1Y | +216.1% | -13.1% | +229.2% | +217.3% |
| 3Y | +292.2% | +48.8% | +243.4% | +270.1% |
| All | +270.1% | +33.0% | +237.1% | +249.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling