+130.9%
SOUN vs CVE
+53.7%
+77.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | -2.6% | -16.1% | +13.5% | +5.6% |
| 30D | -27.0% | -10.4% | -16.6% | -24.0% |
| 3M | -41.9% | -2.4% | -39.6% | -43.0% |
| 6M | -56.1% | -4.4% | -51.7% | -57.2% |
| YTD | -58.8% | +64.9% | -123.7% | -74.3% |
| 1Y | -71.1% | +66.0% | -137.1% | -82.2% |
| 3Y | +130.9% | +57.7% | +73.2% | +10.8% |
| All | +130.9% | +53.7% | +77.2% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling