+37.4%
CAVA vs STLD
+142.4%
-105.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -1.5% | +2.7% | -4.2% | -2.7% |
| 30D | -3.7% | -8.4% | +4.8% | -0.3% |
| 3M | -18.3% | -9.9% | -8.5% | -15.3% |
| 6M | -23.5% | +33.0% | -56.5% | -35.4% |
| YTD | +2.5% | +42.6% | -40.1% | -17.0% |
| 1Y | -8.0% | +80.8% | -88.7% | -34.2% |
| 3Y | +53.5% | +143.4% | -89.9% | -13.9% |
| All | +37.4% | +142.4% | -105.1% | -20.1% |
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