+34.5%
CL vs SOUN
-55.6%
+90.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.1% |
| 7D | +2.6% | -6.1% | +8.7% | +2.5% |
| 30D | +11.8% | -28.2% | +40.0% | +11.5% |
| 3M | +5.9% | -48.1% | +54.0% | +5.5% |
| 6M | +13.3% | -56.4% | +69.7% | +12.9% |
| YTD | +27.1% | -61.2% | +88.3% | +26.6% |
| 1Y | +28.0% | -73.1% | +101.1% | +27.2% |
| 3Y | +39.4% | +116.2% | -76.8% | +40.9% |
| All | +34.5% | -55.6% | +90.1% | +36.6% |
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