-23.4%
JD vs CAVA
+38.6%
-62.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | -4.1% | -1.6% | -2.6% | -4.1% |
| 30D | +4.6% | +12.9% | -8.3% | +3.8% |
| 3M | -4.7% | -19.3% | +14.6% | -3.7% |
| 6M | -17.4% | -19.5% | +2.1% | -16.7% |
| YTD | +0.7% | -0.8% | +1.5% | -0.6% |
| 1Y | -5.9% | +20.8% | -26.7% | -8.5% |
| 3Y | +18.9% | +85.7% | -66.8% | +4.9% |
| All | -23.4% | +38.6% | -62.0% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling