-71.4%
SOUN vs CMI
+10.9%
-82.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.8% | +10.6% | +7.4% |
| 7D | -2.7% | -11.2% | +8.5% | +2.5% |
| 30D | -26.5% | -9.8% | -16.7% | -23.2% |
| 3M | -33.6% | -25.5% | -8.1% | -24.1% |
| 6M | -54.4% | -27.7% | -26.7% | -48.5% |
| YTD | -56.7% | -6.6% | -50.1% | -60.7% |
| 1Y | -71.4% | +11.7% | -83.1% | -77.3% |
| All | -71.4% | +10.9% | -82.3% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling