+68.6%
CME vs SOUN
-58.7%
+127.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.9% | +7.8% | -0.1% |
| 7D | +2.7% | -15.5% | +18.2% | +2.7% |
| 30D | +13.5% | -26.2% | +39.7% | +13.4% |
| 3M | +20.9% | -51.4% | +72.3% | +20.8% |
| 6M | +11.5% | -55.3% | +66.8% | +11.5% |
| YTD | +19.5% | -63.9% | +83.4% | +19.4% |
| 1Y | +17.2% | -72.8% | +90.0% | +17.2% |
| 3Y | +65.1% | +101.1% | -36.0% | +63.2% |
| All | +68.6% | -58.7% | +127.3% | +67.4% |
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