-30.3%
SOUN vs CAI
-8.1%
-22.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | -4.1% | +0.2% | -4.2% | -4.2% |
| 30D | -18.1% | +9.1% | -27.2% | -21.0% |
| 3M | -12.3% | +53.8% | -66.1% | -25.4% |
| 6M | -18.6% | +33.5% | -52.1% | -28.2% |
| YTD | -34.1% | -8.0% | -26.1% | -34.9% |
| 1Y | -57.0% | -28.7% | -28.3% | -54.6% |
| All | -30.3% | -8.1% | -22.2% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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