+23.3%
CAVA vs JEPI
+33.2%
-9.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.3% |
| 7D | -12.4% | -2.0% | -10.4% | -8.1% |
| 30D | -11.2% | -2.0% | -9.2% | -6.7% |
| 3M | -33.8% | +3.8% | -37.6% | -39.2% |
| 6M | -32.5% | +0.8% | -33.3% | -33.6% |
| YTD | -8.0% | +3.7% | -11.7% | -14.9% |
| 1Y | -17.1% | +7.1% | -24.2% | -28.6% |
| 3Y | +37.8% | +29.4% | +8.4% | -24.0% |
| All | +23.3% | +33.2% | -9.8% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling