+167.8%
JPM vs CAVA
+33.0%
+134.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.4% |
| 7D | -0.7% | -8.0% | +7.4% | +0.2% |
| 30D | -2.5% | -19.6% | +17.1% | -0.3% |
| 3M | +14.1% | -36.7% | +50.8% | +19.4% |
| 6M | +25.1% | -30.6% | +55.7% | +29.1% |
| YTD | +12.1% | -4.8% | +16.9% | +11.1% |
| 1Y | +18.8% | -13.1% | +31.9% | +18.5% |
| 3Y | +163.4% | +48.8% | +114.6% | +157.3% |
| All | +167.8% | +33.0% | +134.7% | +165.7% |
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