-13.4%
CAVA vs MOD
+34.0%
-47.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.3% | -2.7% | -5.9% |
| 7D | -8.5% | +3.6% | -12.1% | -8.7% |
| 30D | -8.2% | -2.6% | -5.6% | -8.1% |
| 3M | -25.9% | -33.1% | +7.2% | -24.6% |
| 6M | -30.9% | -7.5% | -23.4% | -31.6% |
| YTD | -3.7% | +39.3% | -43.0% | -7.9% |
| 1Y | -13.4% | +34.3% | -47.7% | -18.5% |
| All | -13.4% | +34.0% | -47.4% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling