-43.2%
SOUN vs CVE
+68.8%
-112.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.4% | -0.3% |
| 7D | -2.3% | -14.1% | +11.8% | +3.6% |
| 30D | -25.5% | -11.6% | -13.9% | -22.4% |
| 3M | -33.7% | 0.0% | -33.8% | -35.1% |
| 6M | -53.4% | -8.4% | -45.0% | -53.2% |
| YTD | -57.3% | +65.9% | -123.2% | -69.3% |
| 1Y | -72.9% | +69.4% | -142.3% | -80.8% |
| 3Y | +131.5% | +55.9% | +75.6% | +61.0% |
| All | -43.2% | +68.8% | -112.0% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling