+33.0%
CAVA vs STLD
+132.0%
-99.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.8% | +2.9% |
| 7D | -1.6% | +2.9% | -4.5% | -2.9% |
| 30D | +12.9% | -5.6% | +18.4% | +15.3% |
| 3M | -19.3% | -11.7% | -7.6% | -15.7% |
| 6M | -19.5% | -2.8% | -16.7% | -20.6% |
| YTD | -0.8% | +36.4% | -37.2% | -18.6% |
| 1Y | +20.8% | +50.0% | -29.2% | -5.7% |
| 3Y | +85.7% | +122.3% | -36.6% | +9.6% |
| All | +33.0% | +132.0% | -99.0% | -21.7% |
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