-10.1%
SOUN vs CI
+20.7%
-30.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -5.2% | +1.3% | -6.5% | -5.4% |
| 30D | +4.8% | +4.4% | +0.4% | +4.3% |
| 3M | -15.9% | +0.7% | -16.5% | -16.1% |
| 6M | -17.4% | +0.3% | -17.7% | -18.0% |
| YTD | -32.4% | +3.8% | -36.2% | -33.3% |
| 1Y | -49.3% | -5.5% | -43.8% | -49.1% |
| 3Y | +167.5% | +8.1% | +159.3% | +156.6% |
| All | -10.1% | +20.7% | -30.9% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling