-52.0%
SOUN vs CMS
+14.2%
-66.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.4% | -8.2% |
| 7D | -15.5% | -1.3% | -14.2% | -16.0% |
| 30D | -26.2% | +5.3% | -31.5% | -24.6% |
| 3M | -51.4% | -0.3% | -51.0% | -51.3% |
| 6M | -55.3% | -4.0% | -51.3% | -55.7% |
| YTD | -63.9% | +2.1% | -66.0% | -63.3% |
| 1Y | -72.8% | -4.7% | -68.1% | -73.0% |
| 3Y | +101.1% | +36.8% | +64.3% | +126.1% |
| All | -52.0% | +14.2% | -66.2% | -49.7% |
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