-55.3%
SOUN vs CTAS
+37.6%
-92.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.1% | -8.0% | -7.9% |
| 7D | -15.5% | +0.5% | -16.0% | -15.3% |
| 30D | -26.2% | +10.2% | -36.5% | -23.5% |
| 3M | -51.4% | +12.1% | -63.4% | -49.4% |
| 6M | -55.3% | +38.3% | -93.6% | -49.8% |
| All | -55.3% | +37.6% | -92.9% | -49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling