+116.2%
SOUN vs CVE
+68.0%
+48.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.6% |
| 7D | -6.1% | -10.0% | +3.9% | -1.6% |
| 30D | -28.2% | -11.9% | -16.3% | -24.5% |
| 3M | -48.1% | -5.9% | -42.2% | -47.8% |
| 6M | -56.4% | -1.6% | -54.9% | -58.2% |
| YTD | -61.2% | +66.3% | -127.5% | -76.0% |
| 1Y | -73.1% | +57.5% | -130.7% | -82.7% |
| 3Y | +116.2% | +65.4% | +50.8% | -3.3% |
| All | +116.2% | +68.0% | +48.2% | -3.3% |
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