-16.3%
SOUN vs CLBK
+24.3%
-40.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.5% |
| 7D | -6.8% | -1.4% | -5.5% | -5.9% |
| 30D | -15.2% | +4.5% | -19.8% | -18.1% |
| 3M | -7.0% | +22.8% | -29.8% | -20.9% |
| 6M | -20.5% | +43.4% | -63.9% | -40.1% |
| YTD | -37.0% | +64.1% | -101.1% | -57.6% |
| 1Y | -55.3% | +67.6% | -122.9% | -70.7% |
| 3Y | +173.0% | +53.3% | +119.8% | +92.9% |
| All | -16.3% | +24.3% | -40.6% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling