+48.2%
CAVA vs MOD
+331.6%
-283.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -2.6% |
| 7D | -9.2% | +9.6% | -18.8% | -11.4% |
| 30D | -8.2% | 0.0% | -8.2% | -8.4% |
| 3M | -15.3% | -35.4% | +20.1% | -6.9% |
| 6M | -23.6% | -7.3% | -16.3% | -25.9% |
| YTD | +3.5% | +45.8% | -42.3% | -15.0% |
| 1Y | -7.9% | +43.1% | -51.0% | -26.1% |
| All | +48.2% | +331.6% | -283.5% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling