+88.6%
CB vs SOUN
-60.0%
+148.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +1.1% |
| 7D | +2.9% | -15.1% | +18.0% | +3.0% |
| 30D | +7.3% | -23.0% | +30.3% | +7.4% |
| 3M | +9.4% | -53.3% | +62.7% | +9.5% |
| 6M | +19.6% | -58.6% | +78.2% | +19.8% |
| YTD | +21.5% | -65.0% | +86.5% | +21.7% |
| 1Y | +28.0% | -71.4% | +99.4% | +28.4% |
| 3Y | +74.9% | +75.4% | -0.5% | +72.7% |
| All | +88.6% | -60.0% | +148.5% | +85.6% |
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