+43.8%
CAVA vs Z
-39.0%
+82.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.7% | -3.5% |
| 7D | -12.4% | -11.6% | -0.9% | -8.8% |
| 30D | -11.2% | -8.5% | -2.7% | -8.8% |
| 3M | -33.8% | -7.9% | -25.9% | -32.5% |
| 6M | -32.5% | -29.1% | -3.4% | -24.9% |
| YTD | -8.0% | -54.2% | +46.2% | +17.0% |
| 1Y | -17.1% | -63.5% | +46.4% | +12.9% |
| All | +43.8% | -39.0% | +82.7% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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