-12.4%
SOUN vs CAH
+333.9%
-346.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -2.1% |
| 7D | -4.1% | +0.5% | -4.6% | -4.2% |
| 30D | -18.1% | +1.7% | -19.8% | -18.4% |
| 3M | -12.3% | +17.9% | -30.1% | -15.3% |
| 6M | -18.6% | +10.9% | -29.5% | -20.4% |
| YTD | -34.1% | +17.9% | -52.0% | -36.7% |
| 1Y | -57.0% | +61.7% | -118.7% | -63.2% |
| 3Y | +185.7% | +183.7% | +1.9% | +86.3% |
| All | -12.4% | +333.9% | -346.3% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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