+37.9%
CAVA vs MOD
+224.7%
-186.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.5% |
| 7D | +0.1% | -17.8% | +18.0% | +3.8% |
| 30D | +12.6% | -43.2% | +55.8% | +27.4% |
| 3M | -1.9% | -46.0% | +44.1% | +11.7% |
| 6M | -23.9% | -62.2% | +38.3% | -7.4% |
| YTD | +2.9% | -22.8% | +25.7% | -3.2% |
| 1Y | +21.6% | -35.5% | +57.1% | +19.6% |
| 3Y | +94.4% | +128.2% | -33.9% | +11.1% |
| All | +37.9% | +224.7% | -186.8% | -34.6% |
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