+80.9%
SOUN vs CTAS
+75.3%
+5.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.1% | -8.0% | -8.0% |
| 7D | -15.5% | +0.5% | -16.0% | -15.7% |
| 30D | -26.2% | +10.2% | -36.5% | -30.3% |
| 3M | -51.4% | +12.1% | -63.4% | -54.6% |
| 6M | -55.3% | +38.3% | -93.6% | -64.8% |
| YTD | -63.9% | +21.9% | -85.8% | -68.6% |
| 1Y | -72.8% | +24.0% | -96.8% | -76.8% |
| All | +80.9% | +75.3% | +5.6% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling