+38.8%
CAVA vs STLD
+144.2%
-105.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.8% |
| 7D | -9.2% | +3.1% | -12.4% | -10.5% |
| 30D | -8.2% | -9.0% | +0.8% | -4.7% |
| 3M | -15.3% | -12.4% | -2.9% | -11.0% |
| 6M | -23.6% | +25.5% | -49.1% | -33.6% |
| YTD | +3.5% | +43.6% | -40.1% | -16.4% |
| 1Y | -7.9% | +87.2% | -95.1% | -35.3% |
| 3Y | +38.7% | +135.2% | -96.6% | -19.1% |
| All | +38.8% | +144.2% | -105.4% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling