-12.4%
SOUN vs CTVA
+56.1%
-68.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.6% |
| 7D | -4.1% | -2.1% | -2.0% | -3.3% |
| 30D | -18.1% | +12.0% | -30.1% | -22.0% |
| 3M | -12.3% | +13.5% | -25.8% | -18.3% |
| 6M | -18.6% | +12.1% | -30.7% | -24.6% |
| YTD | -34.1% | +29.0% | -63.1% | -43.2% |
| 1Y | -57.0% | +18.9% | -75.9% | -61.6% |
| 3Y | +185.7% | +78.9% | +106.8% | +109.7% |
| All | -12.4% | +56.1% | -68.5% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling