-13.6%
SOUN vs CMI
+213.2%
-226.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.1% |
| 7D | -4.4% | +0.7% | -5.1% | -5.2% |
| 30D | -13.1% | -12.3% | -0.9% | -1.0% |
| 3M | -7.7% | -16.8% | +9.1% | +9.1% |
| 6M | -21.2% | +1.5% | -22.7% | -29.7% |
| YTD | -35.0% | +9.8% | -44.8% | -47.8% |
| 1Y | -56.4% | +42.6% | -98.9% | -75.1% |
| 3Y | +181.7% | +151.0% | +30.7% | -19.0% |
| All | -13.6% | +213.2% | -226.8% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling