-12.4%
SOUN vs CLBK
+25.3%
-37.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.1% |
| 7D | -4.1% | +1.1% | -5.2% | -4.9% |
| 30D | -18.1% | +7.8% | -25.9% | -22.6% |
| 3M | -12.3% | +23.9% | -36.1% | -25.9% |
| 6M | -18.6% | +42.3% | -60.9% | -38.3% |
| YTD | -34.1% | +65.4% | -99.5% | -55.9% |
| 1Y | -57.0% | +70.3% | -127.4% | -72.2% |
| 3Y | +185.7% | +54.5% | +131.2% | +100.7% |
| All | -12.4% | +25.3% | -37.7% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling