+85.2%
CB vs SOUN
-55.6%
+140.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +1.6% |
| 7D | +0.7% | -6.1% | +6.8% | +0.7% |
| 30D | +8.2% | -28.2% | +36.4% | +8.2% |
| 3M | +6.3% | -48.1% | +54.4% | +6.4% |
| 6M | +16.2% | -56.4% | +72.6% | +16.4% |
| YTD | +19.3% | -61.2% | +80.5% | +19.5% |
| 1Y | +29.2% | -73.1% | +102.4% | +29.7% |
| 3Y | +71.4% | +116.2% | -44.8% | +69.2% |
| All | +85.2% | -55.6% | +140.9% | +82.3% |
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