-22.4%
JD vs CAVA
+44.7%
-67.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.0% |
| 7D | -1.7% | -9.2% | +7.6% | -1.1% |
| 30D | -13.2% | -8.2% | -5.0% | -12.8% |
| 3M | -3.2% | -15.3% | +12.1% | -2.5% |
| 6M | +15.2% | -23.6% | +38.8% | +16.6% |
| YTD | +2.0% | +3.5% | -1.5% | +0.6% |
| 1Y | -5.4% | -7.9% | +2.5% | -6.2% |
| 3Y | -9.1% | +38.7% | -47.8% | -17.0% |
| All | -22.4% | +44.7% | -67.1% | -28.4% |
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