-16.2%
CTSH vs SOUN
-55.6%
+39.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +2.3% |
| 7D | +1.8% | -6.1% | +7.9% | +2.0% |
| 30D | +9.8% | -28.2% | +38.0% | +10.8% |
| 3M | +12.1% | -48.1% | +60.3% | +14.3% |
| 6M | +27.4% | -56.4% | +83.8% | +30.4% |
| YTD | -20.3% | -61.2% | +40.9% | -18.4% |
| 1Y | -8.8% | -73.1% | +64.3% | -5.7% |
| 3Y | +4.0% | +116.2% | -112.2% | +0.1% |
| All | -16.2% | -55.6% | +39.4% | -19.6% |
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