+1,382.0%
STX vs CAVA
+43.2%
+1,338.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +6.7% |
| 7D | +10.7% | -1.5% | +12.3% | +11.0% |
| 30D | +11.3% | -3.7% | +14.9% | +11.8% |
| 3M | +3.2% | -18.3% | +21.5% | +5.9% |
| 6M | +157.0% | -23.5% | +180.5% | +165.8% |
| YTD | +229.2% | +2.5% | +226.7% | +223.5% |
| 1Y | +381.8% | -8.0% | +389.8% | +379.3% |
| 3Y | +1,383.2% | +53.5% | +1,329.7% | +1,293.2% |
| All | +1,382.0% | +43.2% | +1,338.9% | +1,295.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling