+1.5%
CARR vs SOUN
+172.2%
-170.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | -3.8% | -7.1% | +3.4% | -3.3% |
| 30D | -8.9% | -15.4% | +6.5% | -8.0% |
| 3M | -17.3% | -10.6% | -6.7% | -16.9% |
| 6M | -1.4% | -19.6% | +18.2% | -0.8% |
| YTD | +10.0% | -37.2% | +47.2% | +12.1% |
| 1Y | -6.4% | -57.1% | +50.7% | -2.6% |
| 3Y | +1.5% | +178.2% | -176.7% | -13.2% |
| All | +1.5% | +172.2% | -170.6% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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