-16.5%
SOUN vs CMI
+214.4%
-230.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.6% |
| 7D | -7.1% | -0.7% | -6.4% | -6.4% |
| 30D | -15.4% | -12.4% | -3.0% | -3.5% |
| 3M | -10.6% | -14.8% | +4.2% | +3.2% |
| 6M | -19.6% | +0.8% | -20.4% | -27.6% |
| YTD | -37.2% | +10.2% | -47.4% | -49.7% |
| 1Y | -57.1% | +37.4% | -94.5% | -74.3% |
| 3Y | +178.2% | +153.3% | +24.9% | -20.8% |
| All | -16.5% | +214.4% | -230.9% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling