+27.6%
CAVA vs JEPI
+34.1%
-6.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +1.9% |
| 7D | -8.0% | -1.0% | -7.0% | -5.7% |
| 30D | -19.6% | -1.4% | -18.1% | -16.7% |
| 3M | -36.7% | +3.5% | -40.2% | -41.6% |
| 6M | -30.6% | +1.9% | -32.5% | -33.4% |
| YTD | -4.8% | +4.4% | -9.2% | -13.3% |
| 1Y | -13.1% | +7.2% | -20.3% | -25.3% |
| 3Y | +48.8% | +29.8% | +19.0% | -17.7% |
| All | +27.6% | +34.1% | -6.5% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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