+98.4%
ASML vs CAVA
+40.8%
+57.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.5% | +5.3% |
| 7D | -9.0% | +0.7% | -9.7% | -9.2% |
| 30D | -21.0% | +13.6% | -34.6% | -23.1% |
| 3M | -16.3% | -4.9% | -11.3% | -16.2% |
| 6M | -7.5% | -33.9% | +26.4% | -1.2% |
| YTD | +34.0% | +0.8% | +33.2% | +29.7% |
| 1Y | +39.3% | +27.0% | +12.3% | +27.9% |
| 3Y | +128.9% | +73.1% | +55.8% | +97.8% |
| All | +98.4% | +40.8% | +57.6% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling