-12.4%
SOUN vs CF
+52.2%
-64.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.6% |
| 7D | -4.1% | -0.9% | -3.2% | -4.0% |
| 30D | -18.1% | +18.1% | -36.2% | -18.9% |
| 3M | -12.3% | +23.4% | -35.6% | -13.7% |
| 6M | -18.6% | +17.1% | -35.7% | -21.3% |
| YTD | -34.1% | +76.2% | -110.3% | -41.5% |
| 1Y | -57.0% | +62.3% | -119.3% | -61.2% |
| 3Y | +185.7% | +71.8% | +113.8% | +147.5% |
| All | -12.4% | +52.2% | -64.6% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CF 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling