-45.2%
SOUN vs CVE
+67.9%
-113.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | -2.6% | -16.1% | +13.5% | +4.3% |
| 30D | -27.0% | -10.4% | -16.6% | -24.4% |
| 3M | -41.9% | -2.4% | -39.6% | -42.6% |
| 6M | -56.1% | -4.4% | -51.7% | -56.8% |
| YTD | -58.8% | +64.9% | -123.7% | -70.3% |
| 1Y | -71.1% | +66.0% | -137.1% | -79.3% |
| 3Y | +130.9% | +57.7% | +73.2% | +60.1% |
| All | -45.2% | +67.9% | -113.1% | -62.8% |
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 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