+192.0%
SOUN vs COR
+86.7%
+105.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -3.1% |
| 7D | -4.1% | -1.9% | -2.2% | -4.7% |
| 30D | -18.1% | +1.5% | -19.6% | -17.5% |
| 3M | -12.3% | +18.7% | -31.0% | -6.7% |
| 6M | -18.6% | -9.0% | -9.6% | -19.5% |
| YTD | -34.1% | -3.3% | -30.8% | -32.6% |
| 1Y | -57.0% | +9.8% | -66.9% | -53.4% |
| All | +192.0% | +86.7% | +105.3% | +400.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 3y: compounded portfolio wealth divided by compounded COR 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…
3y analysis · Full analysis span regression · 6 months rolling