-12.4%
SOUN vs CMS
+12.5%
-24.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.3% |
| 7D | -4.1% | +1.2% | -5.3% | -3.6% |
| 30D | -18.1% | -3.2% | -14.9% | -19.1% |
| 3M | -12.3% | -2.2% | -10.1% | -12.8% |
| 6M | -18.6% | -9.4% | -9.2% | -21.1% |
| YTD | -34.1% | +0.7% | -34.8% | -33.5% |
| 1Y | -57.0% | +0.4% | -57.4% | -56.6% |
| 3Y | +185.7% | +35.2% | +150.5% | +217.1% |
| All | -12.4% | +12.5% | -24.9% | -8.9% |
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