-10.1%
SOUN vs CMS
+12.0%
-22.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | -0.1% |
| 7D | -5.2% | +0.4% | -5.6% | -5.1% |
| 30D | +4.8% | -3.6% | +8.4% | +3.3% |
| 3M | -15.9% | -1.9% | -13.9% | -16.2% |
| 6M | -17.4% | -11.0% | -6.4% | -20.5% |
| YTD | -32.4% | +0.2% | -32.6% | -32.0% |
| 1Y | -49.3% | -1.3% | -48.0% | -49.1% |
| 3Y | +167.5% | +35.9% | +131.5% | +198.6% |
| All | -10.1% | +12.0% | -22.1% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling