-10.1%
SOUN vs CP
+32.7%
-42.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | -5.2% | -2.7% | -2.5% | -3.2% |
| 30D | +4.8% | +0.2% | +4.7% | +4.7% |
| 3M | -15.9% | +2.6% | -18.4% | -18.3% |
| 6M | -17.4% | +6.0% | -23.4% | -22.6% |
| YTD | -32.4% | +24.9% | -57.3% | -45.5% |
| 1Y | -49.3% | +20.1% | -69.4% | -57.6% |
| 3Y | +167.5% | +16.4% | +151.1% | +134.0% |
| All | -10.1% | +32.7% | -42.8% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling