-10.1%
SOUN vs CDW
-1.1%
-9.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.7% |
| 7D | -5.2% | +3.2% | -8.4% | -7.4% |
| 30D | +4.8% | +9.3% | -4.5% | -2.3% |
| 3M | -15.9% | +9.8% | -25.6% | -23.6% |
| 6M | -17.4% | +23.3% | -40.7% | -35.9% |
| YTD | -32.4% | +13.7% | -46.0% | -44.0% |
| 1Y | -49.3% | -6.5% | -42.8% | -49.0% |
| 3Y | +167.5% | -25.2% | +192.7% | +227.9% |
| All | -10.1% | -1.1% | -9.0% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling