+29.1%
CAVA vs STLD
+142.8%
-113.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | -8.5% | -2.8% | -5.7% | -7.4% |
| 30D | -8.2% | -10.4% | +2.2% | -4.1% |
| 3M | -25.9% | -10.6% | -15.3% | -22.9% |
| 6M | -30.9% | +32.7% | -63.6% | -41.6% |
| YTD | -3.7% | +42.8% | -46.5% | -22.1% |
| 1Y | -13.4% | +86.9% | -100.4% | -39.1% |
| 3Y | +44.2% | +143.8% | -99.6% | -19.2% |
| All | +29.1% | +142.8% | -113.7% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling