-53.5%
SOUN vs CFG
+97.4%
-150.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.5% |
| 7D | -15.1% | +3.2% | -18.3% | -17.1% |
| 30D | -23.0% | +5.1% | -28.1% | -25.9% |
| 3M | -53.3% | -11.2% | -42.1% | -49.1% |
| 6M | -58.6% | +9.6% | -68.1% | -62.2% |
| YTD | -65.0% | +15.0% | -80.0% | -69.3% |
| 1Y | -71.4% | +29.9% | -101.3% | -77.3% |
| 3Y | +75.4% | +192.1% | -116.7% | -22.5% |
| All | -53.5% | +97.4% | -150.9% | -73.4% |
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