-10.1%
SOUN vs CVE
+97.0%
-107.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | -5.2% | +2.5% | -7.7% | -6.3% |
| 30D | +4.8% | +16.7% | -11.9% | -2.6% |
| 3M | -15.9% | +9.3% | -25.1% | -20.1% |
| 6M | -17.4% | +43.6% | -61.0% | -33.3% |
| YTD | -32.4% | +93.6% | -126.0% | -53.9% |
| 1Y | -49.3% | +98.8% | -148.0% | -66.1% |
| 3Y | +167.5% | +73.6% | +93.9% | +78.8% |
| All | -10.1% | +97.0% | -107.1% | -42.3% |
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 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