+23.3%
CAVA vs JBL
+204.8%
-181.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.7% | -3.3% |
| 7D | -12.4% | -1.0% | -11.4% | -12.1% |
| 30D | -11.2% | -15.1% | +3.9% | -5.3% |
| 3M | -33.8% | -14.0% | -19.7% | -30.5% |
| 6M | -32.5% | +20.6% | -53.1% | -40.4% |
| YTD | -8.0% | +32.9% | -40.9% | -22.1% |
| 1Y | -17.1% | +40.5% | -57.7% | -32.3% |
| 3Y | +37.8% | +183.7% | -145.9% | -13.8% |
| All | +23.3% | +204.8% | -181.5% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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