-71.4%
SOUN vs CTAS
+23.6%
-95.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -3.1% |
| 7D | -15.1% | +2.0% | -17.1% | -14.9% |
| 30D | -23.0% | +8.7% | -31.6% | -22.4% |
| 3M | -53.3% | +13.3% | -66.6% | -52.9% |
| 6M | -58.6% | +39.4% | -97.9% | -60.0% |
| YTD | -65.0% | +21.5% | -86.5% | -63.1% |
| 1Y | -71.4% | +21.9% | -93.3% | -69.9% |
| All | -71.4% | +23.6% | -95.1% | -69.9% |
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