-16.3%
SOUN vs CNP
+39.6%
-55.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -3.0% |
| 7D | -6.8% | -2.2% | -4.7% | -6.7% |
| 30D | -15.2% | -2.1% | -13.2% | -15.1% |
| 3M | -7.0% | -7.9% | +1.0% | -6.4% |
| 6M | -20.5% | -8.3% | -12.2% | -20.1% |
| YTD | -37.0% | +3.8% | -40.8% | -38.3% |
| 1Y | -55.3% | +5.9% | -61.2% | -56.4% |
| 3Y | +173.0% | +49.3% | +123.8% | +149.8% |
| All | -16.3% | +39.6% | -55.9% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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