-55.9%
CLF vs SOUN
-25.7%
-30.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.5% |
| 7D | -2.7% | -4.4% | +1.8% | -2.4% |
| 30D | -3.2% | -13.1% | +9.9% | -2.3% |
| 3M | -5.0% | -7.7% | +2.7% | -4.7% |
| 6M | +26.6% | -21.2% | +47.8% | +27.8% |
| YTD | -9.0% | -35.0% | +26.0% | -7.1% |
| 1Y | +11.8% | -56.4% | +68.2% | +16.9% |
| 3Y | -15.1% | +181.7% | -196.8% | -22.5% |
| All | -55.9% | -25.7% | -30.3% | -59.4% |
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