+90.6%
VUG vs CAVA
+33.0%
+57.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.5% |
| 7D | -0.5% | -8.0% | +7.5% | +0.6% |
| 30D | -1.0% | -19.6% | +18.6% | +1.9% |
| 3M | +3.5% | -36.7% | +40.2% | +9.7% |
| 6M | +14.2% | -30.6% | +44.8% | +18.8% |
| YTD | +8.5% | -4.8% | +13.3% | +6.7% |
| 1Y | +12.9% | -13.1% | +26.0% | +12.1% |
| 3Y | +85.6% | +48.8% | +36.9% | +76.1% |
| All | +90.6% | +33.0% | +57.6% | +82.9% |
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 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