-13.6%
SOUN vs CHRW
+56.2%
-69.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -4.4% | +4.1% | -8.5% | -5.2% |
| 30D | -13.1% | +1.9% | -15.0% | -13.5% |
| 3M | -7.7% | -21.2% | +13.5% | -3.8% |
| 6M | -21.2% | -16.7% | -4.5% | -19.4% |
| YTD | -35.0% | -5.4% | -29.6% | -35.8% |
| 1Y | -56.4% | +21.2% | -77.5% | -59.9% |
| 3Y | +181.7% | +86.5% | +95.3% | +120.5% |
| All | -13.6% | +56.2% | -69.8% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling