+33.0%
CAVA vs STZ
-36.6%
+69.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | -1.6% | +2.6% | -4.1% | -2.3% |
| 30D | +12.9% | +15.2% | -2.3% | +8.1% |
| 3M | -19.3% | +7.6% | -27.0% | -21.2% |
| 6M | -19.5% | +5.3% | -24.7% | -20.8% |
| YTD | -0.8% | +8.6% | -9.4% | -5.3% |
| 1Y | +20.8% | +15.6% | +5.2% | +12.3% |
| 3Y | +85.7% | -35.2% | +120.8% | +102.7% |
| All | +33.0% | -36.6% | +69.6% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling