+452.0%
STRL vs CAVA
+38.6%
+413.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.5% |
| 7D | +15.7% | -1.6% | +17.2% | +16.2% |
| 30D | -35.5% | +12.9% | -48.3% | -37.9% |
| 3M | -47.1% | -19.3% | -27.8% | -44.5% |
| 6M | -65.8% | -19.5% | -46.3% | -64.8% |
| YTD | -4.5% | -0.8% | -3.7% | -10.0% |
| 1Y | -10.5% | +20.8% | -31.3% | -21.5% |
| 3Y | +340.6% | +85.7% | +254.9% | +307.1% |
| All | +452.0% | +38.6% | +413.3% | +408.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling