+38.8%
CAVA vs STLA
-61.9%
+100.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | -9.2% | +2.6% | -11.8% | -9.9% |
| 30D | -8.2% | -1.2% | -6.9% | -8.0% |
| 3M | -15.3% | -24.8% | +9.4% | -9.2% |
| 6M | -23.6% | -25.6% | +2.0% | -18.3% |
| YTD | +3.5% | -48.9% | +52.5% | +22.0% |
| 1Y | -7.9% | -38.8% | +30.9% | +0.9% |
| 3Y | +38.7% | -64.5% | +103.2% | +60.3% |
| All | +38.8% | -61.9% | +100.7% | +56.8% |
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