+36.6%
CAVA vs STLD
+141.7%
-105.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.5% |
| 7D | -3.5% | -0.5% | -3.0% | -3.5% |
| 30D | +13.8% | -0.1% | +13.8% | +13.5% |
| 3M | -1.7% | -9.2% | +7.5% | +1.6% |
| 6M | -25.2% | +1.8% | -27.0% | -27.8% |
| YTD | +1.9% | +42.1% | -40.2% | -17.8% |
| 1Y | +21.4% | +58.5% | -37.1% | -7.5% |
| 3Y | +92.5% | +128.2% | -35.7% | +13.1% |
| All | +36.6% | +141.7% | -105.1% | -20.9% |
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