+19.6%
CME vs SOUN
-73.4%
+93.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | +1.5% |
| 7D | +4.8% | -2.7% | +7.5% | +4.8% |
| 30D | +14.2% | -26.5% | +40.7% | +13.9% |
| 3M | +17.9% | -33.6% | +51.6% | +17.6% |
| 6M | +7.2% | -54.4% | +61.6% | +7.3% |
| YTD | +16.7% | -56.7% | +73.4% | +15.8% |
| 1Y | +19.6% | -71.4% | +91.0% | +17.1% |
| All | +19.6% | -73.4% | +93.0% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling