+130.9%
SOUN vs CMS
+35.4%
+95.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -4.1% |
| 7D | -2.6% | -1.3% | -1.3% | -3.0% |
| 30D | -27.0% | +6.3% | -33.3% | -25.6% |
| 3M | -41.9% | -2.1% | -39.9% | -42.1% |
| 6M | -56.1% | -5.1% | -51.0% | -56.5% |
| YTD | -58.8% | +1.3% | -60.0% | -58.8% |
| 1Y | -71.1% | -1.4% | -69.7% | -71.1% |
| 3Y | +130.9% | +36.9% | +94.0% | +77.4% |
| All | +130.9% | +35.4% | +95.5% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling