-16.3%
SOUN vs CTVA
+53.5%
-69.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -6.8% | -4.7% | -2.2% | -5.0% |
| 30D | -15.2% | +11.1% | -26.3% | -19.0% |
| 3M | -7.0% | +13.7% | -20.7% | -13.6% |
| 6M | -20.5% | +11.2% | -31.7% | -26.2% |
| YTD | -37.0% | +26.9% | -63.9% | -45.3% |
| 1Y | -55.3% | +18.8% | -74.1% | -60.1% |
| 3Y | +173.0% | +75.9% | +97.1% | +101.8% |
| All | -16.3% | +53.5% | -69.8% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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