+37.4%
CAVA vs MOD
+506.0%
-468.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -1.5% | +6.3% | -7.9% | -3.1% |
| 30D | -3.7% | -1.7% | -2.0% | -3.5% |
| 3M | -18.3% | -30.1% | +11.8% | -11.8% |
| 6M | -23.5% | +2.7% | -26.2% | -28.0% |
| YTD | +2.5% | +44.1% | -41.6% | -15.7% |
| 1Y | -8.0% | +38.7% | -46.7% | -25.5% |
| 3Y | +53.5% | +309.8% | -256.3% | -23.7% |
| All | +37.4% | +506.0% | -468.6% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling