+37.4%
CAVA vs STZ
-47.7%
+85.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | +0.7% |
| 7D | -1.5% | -7.4% | +5.8% | +0.8% |
| 30D | -3.7% | -10.9% | +7.2% | -0.1% |
| 3M | -18.3% | -13.4% | -4.9% | -14.6% |
| 6M | -23.5% | -16.2% | -7.3% | -19.5% |
| YTD | +2.5% | -10.4% | +12.9% | +3.9% |
| 1Y | -8.0% | -14.8% | +6.8% | -5.3% |
| 3Y | +53.5% | -50.1% | +103.6% | +82.1% |
| All | +37.4% | -47.7% | +85.1% | +70.7% |
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