-25.4%
CLF vs SOUN
+125.0%
-150.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.4% | +7.1% |
| 7D | -14.1% | -1.0% | -13.1% | -14.1% |
| 30D | -5.5% | -24.9% | +19.3% | -2.8% |
| 3M | 0.0% | -49.5% | +49.5% | +7.3% |
| 6M | +11.3% | -54.4% | +65.6% | +20.2% |
| YTD | -7.7% | -59.4% | +51.7% | -0.1% |
| 1Y | +17.5% | -71.4% | +88.9% | +31.5% |
| 3Y | -25.4% | +134.1% | -159.5% | -33.5% |
| All | -25.4% | +125.0% | -150.4% | -33.5% |
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