+80.9%
SOUN vs CART
+133.8%
-52.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.7% | -7.3% | -7.7% |
| 7D | -15.5% | +1.2% | -16.7% | -15.9% |
| 30D | -26.2% | +17.8% | -44.0% | -31.0% |
| 3M | -51.4% | +20.7% | -72.1% | -55.2% |
| 6M | -55.3% | +49.7% | -105.1% | -62.4% |
| YTD | -63.9% | +30.0% | -93.9% | -68.3% |
| 1Y | -72.8% | +48.4% | -121.2% | -77.5% |
| All | +80.9% | +133.8% | -52.9% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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