-13.6%
SOUN vs CPB
-45.1%
+31.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.4% |
| 7D | -4.4% | -8.0% | +3.6% | -4.3% |
| 30D | -13.1% | -2.4% | -10.7% | -13.1% |
| 3M | -7.7% | +0.5% | -8.2% | -7.7% |
| 6M | -21.2% | -10.5% | -10.7% | -21.2% |
| YTD | -35.0% | -17.5% | -17.5% | -35.0% |
| 1Y | -56.4% | -31.0% | -25.3% | -56.2% |
| 3Y | +181.7% | -40.6% | +222.4% | +173.9% |
| All | -13.6% | -45.1% | +31.5% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 5y: compounded portfolio wealth divided by compounded CPB 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…
5y analysis · Full analysis span regression · 6 months rolling