-12.4%
SOUN vs CI
+18.5%
-30.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.3% |
| 7D | -4.1% | -2.0% | -2.1% | -3.8% |
| 30D | -18.1% | -1.8% | -16.3% | -17.9% |
| 3M | -12.3% | -4.2% | -8.1% | -11.9% |
| 6M | -18.6% | +2.7% | -21.3% | -19.6% |
| YTD | -34.1% | +1.9% | -36.0% | -34.8% |
| 1Y | -57.0% | -6.3% | -50.8% | -56.8% |
| 3Y | +185.7% | +3.9% | +181.8% | +176.6% |
| All | -12.4% | +18.5% | -30.9% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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