-48.4%
SOUN vs CMS
+15.1%
-63.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.8% | -4.3% |
| 7D | -6.1% | +0.5% | -6.6% | -5.9% |
| 30D | -28.2% | +7.4% | -35.6% | -25.9% |
| 3M | -48.1% | +1.9% | -50.0% | -47.6% |
| 6M | -56.4% | -2.3% | -54.1% | -56.5% |
| YTD | -61.2% | +3.0% | -64.1% | -60.4% |
| 1Y | -73.1% | -2.8% | -70.4% | -73.1% |
| 3Y | +116.2% | +37.9% | +78.3% | +143.9% |
| All | -48.4% | +15.1% | -63.5% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling