-12.4%
SOUN vs CDW
-6.2%
-6.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.2% | +2.7% | +1.1% |
| 7D | -4.1% | -3.9% | -0.2% | -1.5% |
| 30D | -18.1% | +6.9% | -25.0% | -22.2% |
| 3M | -12.3% | +7.7% | -20.0% | -19.7% |
| 6M | -18.6% | +18.3% | -36.9% | -35.2% |
| YTD | -34.1% | +7.8% | -41.9% | -43.4% |
| 1Y | -57.0% | -12.2% | -44.9% | -54.8% |
| 3Y | +185.7% | -28.9% | +214.6% | +262.5% |
| All | -12.4% | -6.2% | -6.2% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling