-16.3%
SOUN vs CHTR
-70.8%
+54.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.0% | -8.1% | -5.1% |
| 7D | -6.8% | -7.1% | +0.3% | -4.2% |
| 30D | -15.2% | -10.9% | -4.4% | -11.9% |
| 3M | -7.0% | +2.0% | -9.0% | -10.1% |
| 6M | -20.5% | -35.9% | +15.4% | -9.1% |
| YTD | -37.0% | -32.7% | -4.3% | -30.6% |
| 1Y | -55.3% | -46.6% | -8.7% | -44.4% |
| 3Y | +173.0% | -66.7% | +239.8% | +312.0% |
| All | -16.3% | -70.8% | +54.5% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling