+188.0%
SOUN vs CLX
-35.1%
+223.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | -4.4% | -4.9% | +0.5% | -3.2% |
| 30D | -13.1% | -15.8% | +2.7% | -9.2% |
| 3M | -7.7% | -7.9% | +0.2% | -6.1% |
| 6M | -21.2% | -19.0% | -2.1% | -14.9% |
| YTD | -35.0% | -7.9% | -27.1% | -35.1% |
| 1Y | -56.4% | -25.4% | -31.0% | -50.8% |
| All | +188.0% | -35.1% | +223.1% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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