-45.2%
SOUN vs CMS
+13.2%
-58.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -4.4% |
| 7D | -2.6% | -1.3% | -1.3% | -3.2% |
| 30D | -27.0% | +6.3% | -33.3% | -25.0% |
| 3M | -41.9% | -2.1% | -39.9% | -42.3% |
| 6M | -56.1% | -5.1% | -51.0% | -56.7% |
| YTD | -58.8% | +1.3% | -60.0% | -58.3% |
| 1Y | -71.1% | -1.4% | -69.7% | -71.0% |
| 3Y | +130.9% | +36.9% | +94.0% | +160.0% |
| All | -45.2% | +13.2% | -58.4% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling