-10.1%
SOUN vs CNH
+10.8%
-20.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -2.0% |
| 7D | -5.2% | +23.3% | -28.5% | -15.1% |
| 30D | +4.8% | +33.5% | -28.6% | -10.1% |
| 3M | -15.9% | +32.7% | -48.6% | -28.1% |
| 6M | -17.4% | +22.2% | -39.6% | -27.7% |
| YTD | -32.4% | +57.7% | -90.1% | -49.7% |
| 1Y | -49.3% | +28.0% | -77.3% | -57.1% |
| 3Y | +167.5% | +11.5% | +155.9% | +134.6% |
| All | -10.1% | +10.8% | -20.9% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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