-53.5%
SOUN vs CP
+36.7%
-90.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.7% |
| 7D | -15.1% | +2.1% | -17.2% | -16.5% |
| 30D | -23.0% | +9.3% | -32.3% | -28.3% |
| 3M | -53.3% | +0.5% | -53.8% | -53.7% |
| 6M | -58.6% | +10.4% | -69.0% | -62.4% |
| YTD | -65.0% | +28.7% | -93.7% | -72.5% |
| 1Y | -71.4% | +33.2% | -104.6% | -78.3% |
| 3Y | +75.4% | +38.4% | +36.9% | +46.5% |
| All | -53.5% | +36.7% | -90.1% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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