+38.8%
CAVA vs Z
-24.6%
+63.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.8% |
| 7D | -9.2% | -3.0% | -6.2% | -8.2% |
| 30D | -8.2% | -4.2% | -4.0% | -7.0% |
| 3M | -15.3% | -3.7% | -11.6% | -15.0% |
| 6M | -23.6% | -24.5% | +0.9% | -16.6% |
| YTD | +3.5% | -49.3% | +52.8% | +28.2% |
| 1Y | -7.9% | -58.7% | +50.8% | +21.3% |
| 3Y | +38.7% | -34.1% | +72.8% | +56.5% |
| All | +38.8% | -24.6% | +63.4% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling