+46.1%
CME vs SOUN
-25.7%
+71.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.3% |
| 7D | -1.1% | -4.4% | +3.3% | -1.1% |
| 30D | +4.2% | -13.1% | +17.3% | +4.2% |
| 3M | +7.3% | -7.7% | +15.0% | +7.3% |
| 6M | -11.4% | -21.2% | +9.8% | -11.4% |
| YTD | +3.5% | -35.0% | +38.5% | +3.5% |
| 1Y | +8.6% | -56.4% | +65.0% | +8.6% |
| 3Y | +51.6% | +181.7% | -130.2% | +50.0% |
| All | +46.1% | -25.7% | +71.8% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling