-53.5%
SOUN vs CNP
+47.0%
-100.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.6% | -3.1% |
| 7D | -15.1% | +1.3% | -16.4% | -15.1% |
| 30D | -23.0% | +3.8% | -26.8% | -23.2% |
| 3M | -53.3% | +2.4% | -55.7% | -53.4% |
| 6M | -58.6% | -1.2% | -57.4% | -58.6% |
| YTD | -65.0% | +9.3% | -74.3% | -65.8% |
| 1Y | -71.4% | +6.4% | -77.9% | -72.0% |
| 3Y | +75.4% | +66.4% | +9.0% | +61.7% |
| All | -53.5% | +47.0% | -100.5% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling