+96.5%
SOUN vs CF
+66.4%
+30.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | -9.5% | +10.4% | -19.8% | -9.4% |
| 30D | -21.3% | +7.6% | -28.9% | -21.3% |
| 3M | -47.2% | +5.2% | -52.4% | -47.2% |
| 6M | -53.7% | -0.1% | -53.6% | -53.6% |
| YTD | -60.8% | +61.7% | -122.5% | -66.9% |
| 1Y | -70.9% | +50.3% | -121.2% | -74.9% |
| All | +96.5% | +66.4% | +30.1% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling