+818.4%
STRL vs CAVA
+44.7%
+773.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.2% | +6.1% |
| 7D | +3.4% | -9.2% | +12.6% | +6.0% |
| 30D | -9.2% | -8.2% | -1.1% | -7.6% |
| 3M | -51.0% | -15.3% | -35.7% | -49.8% |
| 6M | +15.8% | -23.6% | +39.4% | +21.8% |
| YTD | +58.9% | +3.5% | +55.3% | +49.2% |
| 1Y | +68.5% | -7.9% | +76.4% | +63.3% |
| 3Y | +485.2% | +38.7% | +446.6% | +443.2% |
| All | +818.4% | +44.7% | +773.8% | +742.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling