+134.1%
SOUN vs CFG
+182.2%
-48.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -3.9% |
| 7D | -1.0% | +0.3% | -1.2% | -1.3% |
| 30D | -24.9% | +3.2% | -28.1% | -26.9% |
| 3M | -49.5% | -9.7% | -39.8% | -45.3% |
| 6M | -54.4% | +3.6% | -58.0% | -56.9% |
| YTD | -59.4% | +14.7% | -74.1% | -65.1% |
| 1Y | -71.4% | +29.6% | -100.9% | -78.1% |
| 3Y | +134.1% | +190.6% | -56.5% | -9.4% |
| All | +134.1% | +182.2% | -48.1% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling