+123.1%
ASML vs CAVA
-9.8%
+132.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | +6.0% | -1.5% | +7.5% | +6.2% |
| 30D | +1.4% | -3.7% | +5.0% | +1.6% |
| 3M | +1.0% | -18.3% | +19.3% | +3.5% |
| 6M | +37.0% | -23.5% | +60.5% | +41.8% |
| YTD | +65.8% | +2.5% | +63.3% | +64.5% |
| 1Y | +123.1% | -8.0% | +131.1% | +131.5% |
| All | +123.1% | -9.8% | +132.9% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CAVA 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling