-10.1%
SOUN vs CF
+51.1%
-61.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.2% |
| 7D | -5.2% | +6.0% | -11.2% | -5.5% |
| 30D | +4.8% | +14.8% | -10.0% | +3.9% |
| 3M | -15.9% | +14.1% | -29.9% | -16.7% |
| 6M | -17.4% | +28.5% | -45.9% | -21.8% |
| YTD | -32.4% | +74.9% | -107.3% | -40.0% |
| 1Y | -49.3% | +61.7% | -111.0% | -54.2% |
| 3Y | +167.5% | +80.3% | +87.1% | +130.3% |
| All | -10.1% | +51.1% | -61.2% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling