-10.1%
SOUN vs CAG
-45.2%
+35.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.1% |
| 7D | -5.2% | -3.8% | -1.4% | -5.5% |
| 30D | +4.8% | +3.1% | +1.7% | +5.0% |
| 3M | -15.9% | +23.5% | -39.3% | -14.3% |
| 6M | -17.4% | -14.8% | -2.6% | -18.1% |
| YTD | -32.4% | -5.4% | -27.0% | -32.4% |
| 1Y | -49.3% | -11.8% | -37.5% | -49.4% |
| 3Y | +167.5% | -36.7% | +204.1% | +155.9% |
| All | -10.1% | -45.2% | +35.1% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling