+134.7%
JCI vs CAVA
+33.0%
+101.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.2% | +1.8% |
| 7D | +0.7% | -8.0% | +8.8% | +1.7% |
| 30D | -4.4% | -19.6% | +15.1% | -2.2% |
| 3M | +1.7% | -36.7% | +38.3% | +6.7% |
| 6M | +8.8% | -30.6% | +39.4% | +12.5% |
| YTD | +22.6% | -4.8% | +27.4% | +20.4% |
| 1Y | +36.2% | -13.1% | +49.3% | +35.0% |
| 3Y | +168.0% | +48.8% | +119.2% | +165.2% |
| All | +134.7% | +33.0% | +101.7% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling