+33.0%
CAVA vs Z
-35.0%
+68.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -1.9% | +0.3% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | +12.9% | +5.2% | +7.7% | +10.3% |
| 3M | -19.3% | -17.0% | -2.3% | -14.9% |
| 6M | -19.5% | -22.7% | +3.2% | -13.7% |
| YTD | -0.8% | -56.3% | +55.5% | +28.0% |
| 1Y | +20.8% | -57.7% | +78.5% | +57.3% |
| 3Y | +85.7% | -16.5% | +102.2% | +82.6% |
| All | +33.0% | -35.0% | +68.0% | +51.4% |
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