+42.4%
CAVA vs STLD
+130.1%
-87.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +4.5% |
| 7D | +0.5% | -9.7% | +10.1% | +4.9% |
| 30D | +16.2% | -4.5% | +20.8% | +18.4% |
| 3M | -0.1% | -13.1% | +13.0% | +5.2% |
| 6M | -21.5% | -2.8% | -18.7% | -22.6% |
| YTD | +6.2% | +35.3% | -29.1% | -12.4% |
| 1Y | +28.2% | +51.4% | -23.2% | -0.4% |
| 3Y | +97.7% | +117.9% | -20.2% | +18.5% |
| All | +42.4% | +130.1% | -87.7% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling