-25.9%
JD vs CAVA
+34.5%
-60.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.6% | -2.1% |
| 7D | -3.0% | -8.5% | +5.6% | -2.5% |
| 30D | -19.3% | -8.2% | -11.1% | -19.0% |
| 3M | -6.0% | -25.9% | +19.9% | -4.6% |
| 6M | +1.8% | -30.9% | +32.7% | +3.7% |
| YTD | -2.6% | -3.7% | +1.1% | -3.5% |
| 1Y | -17.4% | -13.4% | -4.0% | -17.8% |
| 3Y | -8.6% | +44.2% | -52.8% | -17.2% |
| All | -25.9% | +34.5% | -60.4% | -31.3% |
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