-49.3%
SOUN vs CTAS
-1.7%
-47.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -5.2% | -1.8% | -3.4% | -5.5% |
| 30D | +4.8% | -0.2% | +5.0% | +4.7% |
| 3M | -15.9% | +11.7% | -27.5% | -15.5% |
| 6M | -17.4% | +0.7% | -18.1% | -17.5% |
| YTD | -32.4% | +7.4% | -39.8% | -30.6% |
| 1Y | -49.3% | -2.1% | -47.2% | -47.2% |
| All | -49.3% | -1.7% | -47.5% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling