+23.3%
CAVA vs STZ
-46.5%
+69.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -5.0% |
| 7D | -12.4% | -4.1% | -8.3% | -11.4% |
| 30D | -11.2% | -7.6% | -3.6% | -9.0% |
| 3M | -33.8% | -12.3% | -21.5% | -31.1% |
| 6M | -32.5% | -16.3% | -16.2% | -29.0% |
| YTD | -8.0% | -8.4% | +0.4% | -7.4% |
| 1Y | -17.1% | -10.8% | -6.3% | -16.1% |
| 3Y | +37.8% | -49.0% | +86.8% | +62.3% |
| All | +23.3% | -46.5% | +69.8% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling