-13.6%
SOUN vs CFG
+108.2%
-121.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.7% |
| 7D | -4.4% | -0.6% | -3.8% | -4.0% |
| 30D | -13.1% | -4.5% | -8.6% | -10.2% |
| 3M | -7.7% | +6.3% | -14.0% | -13.0% |
| 6M | -21.2% | +20.6% | -41.8% | -33.2% |
| YTD | -35.0% | +21.2% | -56.2% | -45.3% |
| 1Y | -56.4% | +38.2% | -94.6% | -67.0% |
| 3Y | +181.7% | +185.9% | -4.2% | +25.5% |
| All | -13.6% | +108.2% | -121.8% | -52.6% |
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