+130.9%
SOUN vs CP
+26.5%
+104.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -1.6% |
| 7D | -2.6% | +2.8% | -5.4% | -5.6% |
| 30D | -27.0% | +10.2% | -37.2% | -35.0% |
| 3M | -41.9% | +2.4% | -44.3% | -43.7% |
| 6M | -56.1% | +7.7% | -63.8% | -61.2% |
| YTD | -58.8% | +26.0% | -84.8% | -71.4% |
| 1Y | -71.1% | +34.6% | -105.8% | -82.0% |
| 3Y | +130.9% | +26.7% | +104.2% | +79.9% |
| All | +130.9% | +26.5% | +104.4% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling