-16.3%
SOUN vs CAG
-48.0%
+31.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -3.3% |
| 7D | -6.8% | -5.9% | -0.9% | -7.2% |
| 30D | -15.2% | -1.5% | -13.7% | -15.3% |
| 3M | -7.0% | +11.5% | -18.4% | -6.0% |
| 6M | -20.5% | -15.7% | -4.8% | -21.2% |
| YTD | -37.0% | -10.2% | -26.8% | -37.2% |
| 1Y | -55.3% | -18.1% | -37.2% | -55.6% |
| 3Y | +173.0% | -39.4% | +212.4% | +160.7% |
| All | -16.3% | -48.0% | +31.7% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling