-71.4%
SOUN vs CMS
+1.4%
-72.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +5.8% |
| 7D | -2.7% | +4.1% | -6.8% | 0.0% |
| 30D | -26.5% | +10.9% | -37.4% | -20.9% |
| 3M | -33.6% | -0.2% | -33.4% | -33.7% |
| 6M | -54.4% | -4.7% | -49.7% | -55.2% |
| YTD | -56.7% | +3.9% | -60.6% | -55.8% |
| 1Y | -71.4% | +0.4% | -71.8% | -70.8% |
| All | -71.4% | +1.4% | -72.8% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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