+108.5%
ASML vs CAVA
+36.5%
+72.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -1.6% |
| 7D | +10.4% | -4.4% | +14.8% | +11.3% |
| 30D | -12.7% | +8.2% | -21.0% | -14.2% |
| 3M | -17.2% | -17.4% | +0.3% | -14.6% |
| 6M | -1.3% | -25.7% | +24.4% | +2.9% |
| YTD | +40.8% | -2.3% | +43.1% | +37.1% |
| 1Y | +45.2% | +17.6% | +27.6% | +35.6% |
| 3Y | +131.8% | +84.6% | +47.2% | +98.8% |
| All | +108.5% | +36.5% | +72.0% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling