+37.4%
CAVA vs STT
+192.3%
-155.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | -1.5% | +2.2% | -3.7% | -2.8% |
| 30D | -3.7% | +3.9% | -7.6% | -5.9% |
| 3M | -18.3% | +19.2% | -37.5% | -27.6% |
| 6M | -23.5% | +60.4% | -83.9% | -44.8% |
| YTD | +2.5% | +51.5% | -49.0% | -22.9% |
| 1Y | -8.0% | +76.3% | -84.2% | -37.3% |
| 3Y | +53.5% | +200.7% | -147.3% | -22.4% |
| All | +37.4% | +192.3% | -155.0% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling