+31.0%
CAVA vs STT
+166.0%
-135.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | -4.4% | +5.1% | -9.6% | -7.2% |
| 30D | +8.2% | -0.2% | +8.5% | +8.3% |
| 3M | -17.4% | -8.1% | -9.3% | -13.3% |
| 6M | -25.7% | +16.6% | -42.3% | -33.8% |
| YTD | -2.3% | +37.8% | -40.1% | -22.2% |
| 1Y | +17.6% | +46.8% | -29.2% | -10.1% |
| 3Y | +84.6% | +181.2% | -96.6% | -2.1% |
| All | +31.0% | +166.0% | -135.0% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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