+43.8%
CAVA vs STLA
-66.9%
+110.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.3% | -4.4% |
| 7D | -12.4% | -3.8% | -8.6% | -11.5% |
| 30D | -11.2% | -3.1% | -8.1% | -10.6% |
| 3M | -33.8% | -19.6% | -14.2% | -30.2% |
| 6M | -32.5% | -23.5% | -9.0% | -28.6% |
| YTD | -8.0% | -51.5% | +43.5% | +9.3% |
| 1Y | -17.1% | -39.7% | +22.5% | -9.5% |
| All | +43.8% | -66.9% | +110.7% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling