+140.6%
ASML vs CAVA
+34.5%
+106.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.0% | +4.0% | -0.8% |
| 7D | +2.8% | -8.5% | +11.4% | +4.5% |
| 30D | -0.2% | -8.2% | +8.0% | +1.0% |
| 3M | -2.6% | -25.9% | +23.3% | +2.3% |
| 6M | +27.9% | -30.9% | +58.8% | +35.6% |
| YTD | +62.4% | -3.7% | +66.1% | +59.3% |
| 1Y | +116.2% | -13.4% | +129.7% | +115.6% |
| 3Y | +182.4% | +44.2% | +138.2% | +150.2% |
| All | +140.6% | +34.5% | +106.0% | +114.8% |
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