+230.6%
ZETA vs CAVA
+33.0%
+197.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -2.4% |
| 7D | -3.7% | -8.0% | +4.3% | -1.2% |
| 30D | +5.7% | -19.6% | +25.3% | +13.0% |
| 3M | +50.4% | -36.7% | +87.1% | +72.1% |
| 6M | +65.5% | -30.6% | +96.0% | +81.7% |
| YTD | +48.3% | -4.8% | +53.1% | +43.5% |
| 1Y | +45.4% | -13.1% | +58.5% | +44.2% |
| 3Y | +270.8% | +48.8% | +222.0% | +240.9% |
| All | +230.6% | +33.0% | +197.5% | +213.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 10y: compounded portfolio wealth divided by compounded CAVA 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…
10y analysis · Full analysis span regression · 6 months rolling