-16.3%
SOUN vs CTAS
+104.3%
-120.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | -6.8% | -1.3% | -5.5% | -6.2% |
| 30D | -15.2% | -3.1% | -12.2% | -14.0% |
| 3M | -7.0% | +10.3% | -17.2% | -12.9% |
| 6M | -20.5% | +1.6% | -22.1% | -22.0% |
| YTD | -37.0% | +6.3% | -43.3% | -40.0% |
| 1Y | -55.3% | -0.5% | -54.8% | -55.8% |
| 3Y | +173.0% | +64.6% | +108.5% | +121.7% |
| All | -16.3% | +104.3% | -120.6% | -31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling