+71.3%
COP vs SOUN
-60.0%
+131.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.6% | +1.6% |
| 7D | +4.4% | -15.1% | +19.5% | +4.6% |
| 30D | 0.0% | -23.0% | +22.9% | +0.3% |
| 3M | +15.0% | -53.3% | +68.4% | +16.3% |
| 6M | +22.0% | -58.6% | +80.6% | +23.4% |
| YTD | +55.3% | -65.0% | +120.3% | +57.3% |
| 1Y | +64.1% | -71.4% | +135.6% | +66.9% |
| 3Y | +34.1% | +75.4% | -41.3% | +30.4% |
| All | +71.3% | -60.0% | +131.2% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling