-12.4%
SOUN vs CFG
+110.1%
-122.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.7% |
| 7D | -4.1% | +2.7% | -6.8% | -6.1% |
| 30D | -18.1% | -3.7% | -14.4% | -15.9% |
| 3M | -12.3% | +9.5% | -21.8% | -19.3% |
| 6M | -18.6% | +22.2% | -40.8% | -31.8% |
| YTD | -34.1% | +22.3% | -56.4% | -44.9% |
| 1Y | -57.0% | +39.4% | -96.5% | -67.7% |
| 3Y | +185.7% | +188.5% | -2.8% | +26.4% |
| All | -12.4% | +110.1% | -122.5% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling