+192.0%
SOUN vs CG
+54.3%
+137.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -0.6% |
| 7D | -4.1% | -1.3% | -2.8% | -3.0% |
| 30D | -18.1% | -3.2% | -14.9% | -16.0% |
| 3M | -12.3% | +6.2% | -18.5% | -18.8% |
| 6M | -18.6% | -4.7% | -13.9% | -17.2% |
| YTD | -34.1% | -20.6% | -13.5% | -20.3% |
| 1Y | -57.0% | -26.4% | -30.7% | -44.8% |
| All | +192.0% | +54.3% | +137.7% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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