+512.4%
VST vs CAVA
+44.7%
+467.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.0% |
| 7D | +8.9% | -9.2% | +18.1% | +11.9% |
| 30D | +6.2% | -8.2% | +14.4% | +8.1% |
| 3M | -2.7% | -15.3% | +12.6% | +0.1% |
| 6M | -8.4% | -23.6% | +15.2% | -3.0% |
| YTD | -7.2% | +3.5% | -10.7% | -12.8% |
| 1Y | -20.9% | -7.9% | -13.0% | -23.2% |
| 3Y | +384.0% | +38.7% | +345.3% | +408.2% |
| All | +512.4% | +44.7% | +467.7% | +538.5% |
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