+133.9%
ASML vs CAVA
+87.8%
+46.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.4% |
| 7D | +4.9% | -1.6% | +6.5% | +5.3% |
| 30D | -9.3% | +12.9% | -22.1% | -11.7% |
| 3M | -19.0% | -19.3% | +0.3% | -15.9% |
| 6M | -5.2% | -19.5% | +14.2% | -2.6% |
| YTD | +40.6% | -0.8% | +41.4% | +36.1% |
| 1Y | +47.5% | +20.8% | +26.7% | +36.0% |
| 3Y | +133.9% | +85.7% | +48.2% | +102.2% |
| All | +133.9% | +87.8% | +46.0% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling