+33.0%
CAVA vs STLA
-73.8%
+106.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.8% |
| 7D | -1.6% | -13.8% | +12.2% | +2.5% |
| 30D | +12.9% | -10.5% | +23.4% | +16.3% |
| 3M | -19.3% | -28.9% | +9.5% | -12.0% |
| 6M | -19.5% | -49.7% | +30.3% | -4.2% |
| YTD | -0.8% | -64.9% | +64.1% | +28.8% |
| 1Y | +20.8% | -64.0% | +84.8% | +54.7% |
| 3Y | +85.7% | -77.4% | +163.1% | +148.6% |
| All | +33.0% | -73.8% | +106.8% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling