+188.0%
SOUN vs CAG
-37.6%
+225.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | -4.4% | -6.6% | +2.2% | -4.7% |
| 30D | -13.1% | +2.3% | -15.4% | -13.0% |
| 3M | -7.7% | +16.3% | -24.0% | -6.8% |
| 6M | -21.2% | -16.0% | -5.1% | -21.3% |
| YTD | -35.0% | -7.7% | -27.3% | -35.0% |
| 1Y | -56.4% | -16.0% | -40.3% | -56.2% |
| All | +188.0% | -37.6% | +225.6% | +154.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling