+20.8%
CAVA vs MOD
-6.2%
+27.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +27.9% | -26.3% | +0.5% |
| 7D | -1.6% | +40.4% | -42.0% | -2.8% |
| 30D | +12.9% | -14.0% | +26.9% | +12.9% |
| 3M | -19.3% | -33.3% | +14.0% | -18.6% |
| 6M | -19.5% | -51.4% | +32.0% | -18.3% |
| YTD | -0.8% | +1.6% | -2.4% | +0.5% |
| 1Y | +20.8% | +5.4% | +15.4% | +22.1% |
| All | +20.8% | -6.2% | +27.0% | +22.1% |
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 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