-24.6%
JD vs CAVA
+36.5%
-61.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.0% |
| 7D | -4.0% | -4.4% | +0.4% | -3.8% |
| 30D | +2.7% | +8.2% | -5.6% | +2.1% |
| 3M | -13.0% | -17.4% | +4.4% | -12.2% |
| 6M | -12.7% | -25.7% | +13.0% | -11.6% |
| YTD | -0.8% | -2.3% | +1.5% | -2.0% |
| 1Y | -8.9% | +17.6% | -26.5% | -11.3% |
| 3Y | +17.0% | +84.6% | -67.5% | +3.3% |
| All | -24.6% | +36.5% | -61.1% | -30.2% |
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