-46.0%
SOUN vs CVE
+68.7%
-114.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -1.0% | -10.1% | +9.1% | +3.1% |
| 30D | -24.9% | -12.1% | -12.8% | -21.4% |
| 3M | -49.5% | -1.9% | -47.6% | -50.2% |
| 6M | -54.4% | -1.8% | -52.5% | -55.6% |
| YTD | -59.4% | +65.8% | -125.2% | -70.8% |
| 1Y | -71.4% | +60.8% | -132.2% | -79.1% |
| 3Y | +134.1% | +70.1% | +64.0% | +58.5% |
| All | -46.0% | +68.7% | -114.7% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling