-10.1%
SOUN vs CHRW
+53.3%
-63.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -5.2% | -1.4% | -3.8% | -4.9% |
| 30D | +4.8% | -3.5% | +8.3% | +5.4% |
| 3M | -15.9% | -19.4% | +3.5% | -12.9% |
| 6M | -17.4% | -21.4% | +4.0% | -14.4% |
| YTD | -32.4% | -7.1% | -25.3% | -33.0% |
| 1Y | -49.3% | +17.8% | -67.1% | -53.0% |
| 3Y | +167.5% | +78.8% | +88.7% | +111.1% |
| All | -10.1% | +53.3% | -63.4% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling