+93.0%
SOUN vs CART
+38.4%
+54.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.7% |
| 7D | -2.6% | +3.0% | -5.6% | -3.6% |
| 30D | -27.0% | +28.6% | -55.6% | -34.0% |
| 3M | -41.9% | +29.1% | -71.0% | -47.8% |
| 6M | -56.1% | +44.7% | -100.9% | -62.7% |
| YTD | -58.8% | +29.2% | -88.0% | -63.7% |
| 1Y | -71.1% | +66.2% | -137.3% | -77.2% |
| 3Y | +130.9% | +112.8% | +18.1% | +50.5% |
| All | +93.0% | +38.4% | +54.6% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling