+53.5%
CME vs SOUN
+177.2%
-123.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.1% |
| 7D | -2.9% | -4.1% | +1.2% | -2.9% |
| 30D | +5.5% | -18.1% | +23.6% | +5.3% |
| 3M | +11.0% | -12.3% | +23.3% | +10.9% |
| 6M | -9.7% | -18.6% | +8.9% | -9.7% |
| YTD | +4.9% | -34.1% | +39.0% | +4.6% |
| 1Y | +10.1% | -57.0% | +67.1% | +9.4% |
| 3Y | +53.5% | +185.7% | -132.1% | +59.4% |
| All | +53.5% | +177.2% | -123.7% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling