+166.6%
JPM vs CAVA
+34.5%
+132.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.4% | +1.0% |
| 7D | -0.4% | -8.5% | +8.1% | +0.5% |
| 30D | -1.4% | -8.2% | +6.8% | -0.8% |
| 3M | +13.9% | -25.9% | +39.9% | +17.0% |
| 6M | +23.5% | -30.9% | +54.5% | +27.6% |
| YTD | +11.6% | -3.7% | +15.4% | +10.5% |
| 1Y | +21.4% | -13.4% | +34.8% | +21.1% |
| 3Y | +163.4% | +44.2% | +119.2% | +157.7% |
| All | +166.6% | +34.5% | +132.1% | +164.3% |
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