-52.0%
SOUN vs CNP
+46.2%
-98.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.1% | -7.8% | -7.9% |
| 7D | -15.5% | +2.5% | -17.9% | -15.6% |
| 30D | -26.2% | +4.0% | -30.3% | -26.5% |
| 3M | -51.4% | +1.6% | -53.0% | -51.4% |
| 6M | -55.3% | -1.7% | -53.7% | -55.4% |
| YTD | -63.9% | +8.6% | -72.5% | -64.7% |
| 1Y | -72.8% | +5.8% | -78.6% | -73.3% |
| 3Y | +101.1% | +63.0% | +38.1% | +85.0% |
| All | -52.0% | +46.2% | -98.2% | -47.4% |
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