-47.9%
SOUN vs CDW
+12.4%
-60.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | -0.4% |
| 7D | -9.5% | +2.6% | -12.1% | -11.3% |
| 30D | -21.3% | +20.4% | -41.7% | -31.4% |
| 3M | -47.2% | +28.5% | -75.7% | -56.7% |
| 6M | -53.7% | +70.6% | -124.3% | -71.0% |
| YTD | -60.8% | +29.1% | -89.9% | -70.8% |
| 1Y | -70.9% | +23.8% | -94.7% | -77.5% |
| 3Y | +118.4% | -14.5% | +132.9% | +138.7% |
| All | -47.9% | +12.4% | -60.2% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling