+312.1%
CAT vs SOUN
-25.7%
+337.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.8% |
| 7D | +2.9% | -4.4% | +7.4% | +3.2% |
| 30D | -2.6% | -13.1% | +10.5% | -2.0% |
| 3M | -10.7% | -7.7% | -3.0% | -10.5% |
| 6M | +16.1% | -21.2% | +37.3% | +16.8% |
| YTD | +43.2% | -35.0% | +78.2% | +45.1% |
| 1Y | +96.8% | -56.4% | +153.2% | +102.6% |
| 3Y | +201.4% | +181.7% | +19.6% | +181.4% |
| All | +312.1% | -25.7% | +337.8% | +284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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