+27.6%
CAVA vs ZCMD
-100.0%
+127.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.1% | +10.5% | +3.5% |
| 7D | -8.0% | -5.4% | -2.6% | -8.0% |
| 30D | -19.6% | -24.8% | +5.2% | -19.6% |
| 3M | -36.7% | -62.8% | +26.1% | -36.2% |
| 6M | -30.6% | -99.5% | +68.9% | -26.2% |
| YTD | -4.8% | -99.8% | +95.0% | +1.0% |
| 1Y | -13.1% | -99.9% | +86.8% | -8.0% |
| 3Y | +48.8% | -100.0% | +148.8% | +45.4% |
| All | +27.6% | -100.0% | +127.6% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 5y: compounded portfolio wealth divided by compounded ZCMD 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…
5y analysis · Full analysis span regression · 6 months rolling