+27.6%
CAVA vs STZ
-47.1%
+74.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.8% |
| 7D | -8.0% | -4.5% | -3.6% | -6.8% |
| 30D | -19.6% | -8.6% | -11.0% | -17.3% |
| 3M | -36.7% | -13.8% | -22.9% | -33.8% |
| 6M | -30.6% | -17.2% | -13.4% | -26.8% |
| YTD | -4.8% | -9.4% | +4.6% | -3.9% |
| 1Y | -13.1% | -11.9% | -1.3% | -11.7% |
| 3Y | +48.8% | -49.6% | +98.4% | +75.8% |
| All | +27.6% | -47.1% | +74.7% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling