+815.3%
STRL vs CAVA
+28.6%
+786.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.4% | -0.9% |
| 7D | +5.4% | -12.4% | +17.8% | +9.1% |
| 30D | -9.0% | -11.2% | +2.2% | -6.5% |
| 3M | -37.1% | -33.8% | -3.3% | -30.7% |
| 6M | +17.8% | -32.5% | +50.3% | +28.0% |
| YTD | +58.3% | -8.0% | +66.3% | +53.3% |
| 1Y | +61.0% | -17.1% | +78.1% | +60.2% |
| 3Y | +517.8% | +37.8% | +480.0% | +490.7% |
| All | +815.3% | +28.6% | +786.8% | +766.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling