+539.5%
STRL vs CAVA
+43.5%
+495.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.6% | +0.4% |
| 7D | +8.2% | -8.5% | +16.8% | +11.1% |
| 30D | -6.3% | -8.2% | +1.9% | -4.4% |
| 3M | -41.2% | -25.9% | -15.3% | -36.8% |
| 6M | +20.4% | -30.9% | +51.3% | +31.4% |
| YTD | +61.7% | -3.7% | +65.4% | +52.7% |
| 1Y | +72.7% | -13.4% | +86.1% | +68.7% |
| All | +539.5% | +43.5% | +495.9% | +450.7% |
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