+36.6%
CAVA vs MOD
+236.1%
-199.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.8% |
| 7D | -3.5% | +8.2% | -11.7% | -5.4% |
| 30D | +13.8% | -38.2% | +51.9% | +26.1% |
| 3M | -1.7% | -46.2% | +44.6% | +12.2% |
| 6M | -25.2% | -62.5% | +37.3% | -8.6% |
| YTD | +1.9% | -20.1% | +22.0% | -5.0% |
| 1Y | +21.4% | -29.7% | +51.1% | +16.3% |
| 3Y | +92.5% | +136.2% | -43.7% | +9.1% |
| All | +36.6% | +236.1% | -199.5% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling