+48.5%
CSX vs SOUN
-52.9%
+101.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.2% | -3.3% |
| 7D | -5.5% | -2.6% | -2.9% | -5.5% |
| 30D | +4.9% | -27.0% | +31.9% | +5.4% |
| 3M | -2.9% | -41.9% | +39.1% | -2.1% |
| 6M | +8.3% | -56.1% | +64.5% | +9.6% |
| YTD | +36.7% | -58.8% | +95.5% | +38.2% |
| 1Y | +41.5% | -71.1% | +112.6% | +43.8% |
| 3Y | +68.6% | +130.9% | -62.3% | +65.9% |
| All | +48.5% | -52.9% | +101.3% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling