+74.5%
COF vs SOUN
-28.2%
+102.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -5.1% | -7.1% | +2.0% | -4.7% |
| 30D | -6.0% | -15.4% | +9.4% | -5.1% |
| 3M | +14.8% | -10.6% | +25.4% | +15.3% |
| 6M | +15.3% | -19.6% | +35.0% | +16.0% |
| YTD | -13.0% | -37.2% | +24.2% | -11.4% |
| 1Y | -5.7% | -57.1% | +51.4% | -2.4% |
| 3Y | +118.1% | +178.2% | -60.1% | +98.1% |
| All | +74.5% | -28.2% | +102.7% | +54.2% |
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