-22.7%
CTSH vs SOUN
-24.7%
+1.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -3.8% |
| 7D | -5.5% | -4.1% | -1.4% | -5.4% |
| 30D | +4.5% | -18.1% | +22.6% | +5.1% |
| 3M | +13.7% | -12.3% | +26.0% | +14.0% |
| 6M | -8.4% | -18.6% | +10.2% | -8.1% |
| YTD | -26.5% | -34.1% | +7.6% | -25.9% |
| 1Y | -13.9% | -57.0% | +43.1% | -12.4% |
| 3Y | -11.3% | +185.7% | -197.0% | -15.7% |
| All | -22.7% | -24.7% | +1.9% | -27.1% |
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 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