+11.3%
JNJ vs CAVA
-27.5%
+38.7%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.3% | -0.8% |
| 7D | -3.0% | -8.5% | +5.6% | -3.1% |
| 30D | +2.5% | -8.2% | +10.7% | +2.2% |
| 3M | +13.2% | -25.9% | +39.2% | +12.4% |
| 6M | +11.3% | -30.9% | +42.2% | +10.1% |
| All | +11.3% | -27.5% | +38.7% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling