-24.9%
CTSH vs SOUN
-25.7%
+0.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.8% |
| 7D | -8.2% | -4.4% | -3.8% | -8.1% |
| 30D | +0.4% | -13.1% | +13.5% | +0.8% |
| 3M | +10.6% | -7.7% | +18.3% | +10.7% |
| 6M | -8.8% | -21.2% | +12.4% | -8.5% |
| YTD | -28.6% | -35.0% | +6.4% | -28.0% |
| 1Y | -15.9% | -56.4% | +40.4% | -14.4% |
| 3Y | -13.9% | +181.7% | -195.6% | -18.1% |
| All | -24.9% | -25.7% | +0.7% | -29.1% |
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