+28.0%
CCL vs SOUN
-28.0%
+56.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.7% |
| 7D | -4.3% | -6.8% | +2.5% | -3.7% |
| 30D | -19.0% | -15.2% | -3.7% | -17.7% |
| 3M | -13.1% | -7.0% | -6.1% | -12.8% |
| 6M | -13.3% | -20.5% | +7.2% | -12.1% |
| YTD | -25.2% | -37.0% | +11.8% | -22.9% |
| 1Y | -27.2% | -55.3% | +28.1% | -23.0% |
| 3Y | +49.2% | +173.0% | -123.8% | +25.0% |
| All | +28.0% | -28.0% | +56.0% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling