+29.1%
CAVA vs ZCMD
-100.0%
+129.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.0% | -10.1% | -6.0% |
| 7D | -8.5% | -4.1% | -4.4% | -8.5% |
| 30D | -8.2% | -22.7% | +14.5% | -8.2% |
| 3M | -25.9% | -62.5% | +36.6% | -25.3% |
| 6M | -30.9% | -99.5% | +68.5% | -26.6% |
| YTD | -3.7% | -99.7% | +96.0% | +2.2% |
| 1Y | -13.4% | -99.9% | +86.5% | -8.3% |
| 3Y | +44.2% | -100.0% | +144.2% | +41.0% |
| All | +29.1% | -100.0% | +129.1% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling