-53.5%
SOUN vs CHRW
+39.6%
-93.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | -15.1% | +7.3% | -22.4% | -16.2% |
| 30D | -23.0% | -3.6% | -19.4% | -22.6% |
| 3M | -53.3% | -9.6% | -43.8% | -52.7% |
| 6M | -58.6% | -17.0% | -41.5% | -57.9% |
| YTD | -65.0% | -15.4% | -49.6% | -64.8% |
| 1Y | -71.4% | -10.0% | -61.5% | -71.8% |
| 3Y | +75.4% | +82.2% | -6.8% | +36.8% |
| All | -53.5% | +39.6% | -93.0% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling