-56.4%
SOUN vs CFG
+38.1%
-94.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -4.4% | -0.6% | -3.8% | -4.1% |
| 30D | -13.1% | -4.5% | -8.6% | -11.0% |
| 3M | -7.7% | +6.3% | -14.0% | -12.4% |
| 6M | -21.2% | +20.6% | -41.8% | -33.2% |
| YTD | -35.0% | +21.2% | -56.2% | -44.9% |
| 1Y | -56.4% | +38.2% | -94.6% | -66.9% |
| All | -56.4% | +38.1% | -94.5% | -66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling