-33.9%
CAVA vs MOD
-65.0%
+31.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -1.4% |
| 7D | +0.7% | -25.5% | +26.2% | +0.5% |
| 30D | +13.6% | -49.0% | +62.6% | +14.5% |
| 3M | -4.9% | -49.8% | +44.9% | -4.2% |
| 6M | -33.9% | -64.8% | +30.9% | -34.3% |
| All | -33.9% | -65.0% | +31.1% | -34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling