+16.7%
STM vs CAVA
+87.8%
-71.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.3% |
| 7D | +12.0% | -1.6% | +13.6% | +12.3% |
| 30D | -0.4% | +12.9% | -13.2% | -3.0% |
| 3M | -13.2% | -19.3% | +6.1% | -9.8% |
| 6M | -26.1% | -19.5% | -6.6% | -24.1% |
| YTD | +81.2% | -0.8% | +82.0% | +74.2% |
| 1Y | +98.3% | +20.8% | +77.5% | +81.2% |
| 3Y | +16.7% | +85.7% | -69.0% | +5.5% |
| All | +16.7% | +87.8% | -71.1% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 3y: compounded portfolio wealth divided by compounded CAVA 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…
3y analysis · Full analysis span regression · 6 months rolling