+85.8%
SOUN vs CAVA
+33.0%
+52.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.8% |
| 7D | -7.1% | -8.0% | +0.9% | -3.9% |
| 30D | -15.4% | -19.6% | +4.2% | -7.6% |
| 3M | -10.6% | -36.7% | +26.1% | +6.5% |
| 6M | -19.6% | -30.6% | +10.9% | -9.3% |
| YTD | -37.2% | -4.8% | -32.4% | -40.0% |
| 1Y | -57.1% | -13.1% | -43.9% | -57.4% |
| 3Y | +178.2% | +48.8% | +129.4% | +134.4% |
| All | +85.8% | +33.0% | +52.7% | +63.9% |
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