-5.7%
COF vs SOUN
-55.4%
+49.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -5.1% | -7.1% | +2.0% | -4.2% |
| 30D | -6.0% | -15.4% | +9.4% | -4.0% |
| 3M | +14.8% | -10.6% | +25.4% | +15.8% |
| 6M | +15.3% | -19.6% | +35.0% | +16.6% |
| YTD | -13.0% | -37.2% | +24.2% | -9.3% |
| 1Y | -5.7% | -57.1% | +51.4% | +2.3% |
| All | -5.7% | -55.4% | +49.7% | +2.3% |
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