-10.1%
SOUN vs CG
+42.6%
-52.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +1.3% |
| 7D | -5.2% | -4.3% | -0.9% | -1.8% |
| 30D | +4.8% | -5.1% | +9.9% | +8.6% |
| 3M | -15.9% | +8.7% | -24.5% | -22.8% |
| 6M | -17.4% | -9.2% | -8.2% | -12.4% |
| YTD | -32.4% | -18.9% | -13.5% | -21.1% |
| 1Y | -49.3% | -25.6% | -23.6% | -37.0% |
| 3Y | +167.5% | +57.3% | +110.2% | +83.9% |
| All | -10.1% | +42.6% | -52.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling