-24.8%
CTSH vs SOUN
-28.0%
+3.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.3% |
| 7D | -9.8% | -6.8% | -3.0% | -9.6% |
| 30D | +0.1% | -15.2% | +15.4% | +0.6% |
| 3M | +13.2% | -7.0% | +20.2% | +13.3% |
| 6M | -6.2% | -20.5% | +14.3% | -5.9% |
| YTD | -28.5% | -37.0% | +8.5% | -27.8% |
| 1Y | -13.8% | -55.3% | +41.5% | -12.3% |
| 3Y | -13.7% | +173.0% | -186.7% | -17.9% |
| All | -24.8% | -28.0% | +3.2% | -28.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling