+23.0%
ASML vs CAVA
-21.0%
+43.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +4.3% |
| 7D | +1.1% | -9.2% | +10.3% | +2.2% |
| 30D | +2.2% | -8.2% | +10.4% | +3.0% |
| 3M | -2.3% | -15.3% | +13.0% | -0.2% |
| 6M | +23.0% | -23.6% | +46.6% | +27.2% |
| All | +23.0% | -21.0% | +43.9% | +27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling