-16.3%
SOUN vs CG
+30.8%
-47.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -1.2% |
| 7D | -6.8% | -9.8% | +3.0% | +1.3% |
| 30D | -15.2% | -10.3% | -4.9% | -7.7% |
| 3M | -7.0% | -1.7% | -5.3% | -7.2% |
| 6M | -20.5% | -9.8% | -10.7% | -15.4% |
| YTD | -37.0% | -25.6% | -11.4% | -21.2% |
| 1Y | -55.3% | -32.5% | -22.8% | -39.7% |
| 3Y | +173.0% | +45.6% | +127.4% | +100.0% |
| All | -16.3% | +30.8% | -47.1% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling