-10.1%
SOUN vs CFG
+112.4%
-122.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -5.2% | +1.5% | -6.7% | -6.4% |
| 30D | +4.8% | -3.8% | +8.7% | +7.6% |
| 3M | -15.9% | +11.5% | -27.3% | -23.7% |
| 6M | -17.4% | +19.2% | -36.6% | -29.3% |
| YTD | -32.4% | +23.7% | -56.1% | -43.9% |
| 1Y | -49.3% | +38.8% | -88.1% | -61.8% |
| 3Y | +167.5% | +178.9% | -11.4% | +20.7% |
| All | -10.1% | +112.4% | -122.6% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling