+90.8%
VUG vs CAVA
+43.2%
+47.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +0.9% | -1.5% | +2.4% | +1.1% |
| 30D | -1.4% | -3.7% | +2.2% | -1.2% |
| 3M | +2.3% | -18.3% | +20.6% | +4.4% |
| 6M | +15.7% | -23.5% | +39.2% | +18.8% |
| YTD | +8.6% | +2.5% | +6.1% | +5.8% |
| 1Y | +14.1% | -8.0% | +22.0% | +12.5% |
| 3Y | +87.9% | +53.5% | +34.4% | +76.9% |
| All | +90.8% | +43.2% | +47.6% | +81.4% |
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