-17.8%
CTSH vs SOUN
-58.7%
+40.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.9% | +6.9% | -0.8% |
| 7D | -4.2% | -15.5% | +11.3% | -3.7% |
| 30D | +3.9% | -26.2% | +30.2% | +4.9% |
| 3M | +10.2% | -51.4% | +61.5% | +12.5% |
| 6M | +35.3% | -55.3% | +90.6% | +38.3% |
| YTD | -21.8% | -63.9% | +42.1% | -19.8% |
| 1Y | -12.1% | -72.8% | +60.7% | -9.2% |
| 3Y | +2.0% | +101.1% | -99.1% | -1.6% |
| All | -17.8% | -58.7% | +40.9% | -21.0% |
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