-47.9%
SOUN vs CVE
+73.7%
-121.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.6% | -0.1% |
| 7D | -9.5% | +0.1% | -9.6% | -9.5% |
| 30D | -21.3% | -10.8% | -10.5% | -18.2% |
| 3M | -47.2% | -4.3% | -42.9% | -47.2% |
| 6M | -53.7% | -1.5% | -52.3% | -55.0% |
| YTD | -60.8% | +70.7% | -131.5% | -72.1% |
| 1Y | -70.9% | +58.1% | -129.0% | -78.5% |
| 3Y | +118.4% | +69.8% | +48.6% | +47.5% |
| All | -47.9% | +73.7% | -121.6% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling