-48.4%
SOUN vs CFG
+96.1%
-144.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.1% |
| 7D | -6.1% | +0.7% | -6.8% | -6.6% |
| 30D | -28.2% | +2.8% | -31.0% | -29.7% |
| 3M | -48.1% | -10.1% | -38.0% | -44.0% |
| 6M | -56.4% | +3.2% | -59.6% | -58.3% |
| YTD | -61.2% | +14.2% | -75.4% | -65.8% |
| 1Y | -73.1% | +27.4% | -100.6% | -78.4% |
| 3Y | +116.2% | +187.6% | -71.4% | -3.5% |
| All | -48.4% | +96.1% | -144.5% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling