-12.4%
SOUN vs CTAS
+106.4%
-118.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -4.1% | 0.0% | -4.0% | -4.1% |
| 30D | -18.1% | -1.0% | -17.1% | -17.8% |
| 3M | -12.3% | +15.8% | -28.0% | -20.3% |
| 6M | -18.6% | -1.0% | -17.6% | -18.8% |
| YTD | -34.1% | +7.4% | -41.5% | -37.6% |
| 1Y | -57.0% | -0.1% | -56.9% | -57.6% |
| 3Y | +185.7% | +66.3% | +119.4% | +130.7% |
| All | -12.4% | +106.4% | -118.8% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling