+130.9%
SOUN vs CF
+57.7%
+73.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.5% |
| 7D | -2.6% | -3.2% | +0.6% | -2.6% |
| 30D | -27.0% | +4.3% | -31.3% | -27.0% |
| 3M | -41.9% | +2.8% | -44.8% | -41.9% |
| 6M | -56.1% | +0.6% | -56.8% | -56.2% |
| YTD | -58.8% | +56.6% | -115.4% | -65.2% |
| 1Y | -71.1% | +49.6% | -120.7% | -75.2% |
| 3Y | +130.9% | +61.5% | +69.4% | +71.5% |
| All | +130.9% | +57.7% | +73.2% | +71.5% |
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