+267.5%
VLO vs CAVA
+43.2%
+224.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.3% |
| 7D | +5.8% | -1.5% | +7.3% | +5.8% |
| 30D | +28.3% | -3.7% | +32.0% | +28.4% |
| 3M | +48.7% | -18.3% | +67.1% | +49.8% |
| 6M | +71.9% | -23.5% | +95.4% | +73.3% |
| YTD | +138.7% | +2.5% | +136.2% | +134.5% |
| 1Y | +148.5% | -8.0% | +156.4% | +145.3% |
| 3Y | +192.7% | +53.5% | +139.2% | +199.8% |
| All | +267.5% | +43.2% | +224.3% | +277.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling