-48.4%
SOUN vs CP
+36.1%
-84.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.2% | -4.2% |
| 7D | -6.1% | +2.8% | -8.9% | -8.0% |
| 30D | -28.2% | +11.0% | -39.2% | -34.0% |
| 3M | -48.1% | +3.8% | -52.0% | -49.8% |
| 6M | -56.4% | +9.5% | -65.9% | -60.2% |
| YTD | -61.2% | +28.2% | -89.4% | -69.4% |
| 1Y | -73.1% | +33.0% | -106.1% | -79.5% |
| 3Y | +116.2% | +35.5% | +80.7% | +81.6% |
| All | -48.4% | +36.1% | -84.5% | -53.3% |
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