+96.5%
SOUN vs CDW
-14.3%
+110.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | -0.2% |
| 7D | -9.5% | +2.6% | -12.1% | -11.1% |
| 30D | -21.3% | +20.4% | -41.7% | -30.1% |
| 3M | -47.2% | +28.5% | -75.7% | -55.5% |
| 6M | -53.7% | +70.6% | -124.3% | -69.6% |
| YTD | -60.8% | +29.1% | -89.9% | -69.7% |
| 1Y | -70.9% | +23.8% | -94.7% | -76.5% |
| All | +96.5% | -14.3% | +110.8% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling