-13.1%
CAVA vs STLA
-40.1%
+27.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +3.2% |
| 7D | -8.0% | -2.9% | -5.2% | -7.7% |
| 30D | -19.6% | +0.9% | -20.5% | -19.7% |
| 3M | -36.7% | -21.6% | -15.1% | -35.1% |
| 6M | -30.6% | -21.6% | -9.0% | -29.0% |
| YTD | -4.8% | -50.4% | +45.6% | +5.9% |
| 1Y | -13.1% | -43.6% | +30.5% | -7.1% |
| All | -13.1% | -40.1% | +27.0% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling