+78.4%
JNJ vs CAVA
+28.6%
+49.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | -0.4% |
| 7D | -4.3% | -12.4% | +8.1% | -4.7% |
| 30D | +3.0% | -11.2% | +14.2% | +2.7% |
| 3M | +12.2% | -33.8% | +46.0% | +11.0% |
| 6M | +10.5% | -32.5% | +43.0% | +9.4% |
| YTD | +30.8% | -8.0% | +38.8% | +31.0% |
| 1Y | +54.9% | -17.1% | +72.1% | +54.9% |
| 3Y | +80.7% | +37.8% | +42.8% | +80.5% |
| All | +78.4% | +28.6% | +49.9% | +77.4% |
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