-13.6%
SOUN vs CTAS
+106.0%
-119.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -4.4% | +1.0% | -5.4% | -4.9% |
| 30D | -13.1% | -1.1% | -12.1% | -12.8% |
| 3M | -7.7% | +11.5% | -19.2% | -14.1% |
| 6M | -21.2% | +0.2% | -21.3% | -21.9% |
| YTD | -35.0% | +7.2% | -42.2% | -38.3% |
| 1Y | -56.4% | 0.0% | -56.4% | -57.0% |
| 3Y | +181.7% | +65.9% | +115.8% | +127.8% |
| All | -13.6% | +106.0% | -119.6% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling