+20.0%
CMG vs SOUN
-25.7%
+45.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.5% |
| 7D | -6.5% | -4.4% | -2.0% | -6.3% |
| 30D | +12.1% | -13.1% | +25.2% | +12.8% |
| 3M | +20.6% | -7.7% | +28.3% | +20.7% |
| 6M | +2.1% | -21.2% | +23.3% | +2.6% |
| YTD | -2.6% | -35.0% | +32.4% | -1.5% |
| 1Y | -8.7% | -56.4% | +47.7% | -6.2% |
| 3Y | -7.4% | +181.7% | -189.1% | -13.1% |
| All | +20.0% | -25.7% | +45.7% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling