-16.5%
SOUN vs CAG
-48.4%
+31.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.4% |
| 7D | -7.1% | -5.7% | -1.4% | -7.5% |
| 30D | -15.4% | -2.4% | -13.0% | -15.5% |
| 3M | -10.6% | +9.8% | -20.4% | -9.7% |
| 6M | -19.6% | -10.8% | -8.8% | -19.9% |
| YTD | -37.2% | -10.8% | -26.4% | -37.5% |
| 1Y | -57.1% | -19.0% | -38.1% | -57.4% |
| 3Y | +178.2% | -39.7% | +217.9% | +165.6% |
| All | -16.5% | -48.4% | +31.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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