-16.5%
SOUN vs CHTR
-69.7%
+53.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.8% |
| 7D | -7.1% | -4.1% | -3.0% | -5.8% |
| 30D | -15.4% | -3.0% | -12.4% | -15.0% |
| 3M | -10.6% | +4.8% | -15.3% | -14.5% |
| 6M | -19.6% | -35.0% | +15.4% | -8.3% |
| YTD | -37.2% | -30.2% | -7.0% | -31.9% |
| 1Y | -57.1% | -44.8% | -12.3% | -47.2% |
| 3Y | +178.2% | -66.6% | +244.8% | +322.9% |
| All | -16.5% | -69.7% | +53.2% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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