-71.4%
SOUN vs CRL
+85.3%
-156.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.3% | +12.1% | +7.2% |
| 7D | -2.7% | -12.8% | +10.0% | +1.6% |
| 30D | -26.5% | +5.0% | -31.5% | -28.4% |
| 3M | -33.6% | +39.4% | -73.0% | -42.6% |
| 6M | -54.4% | +89.4% | -143.7% | -66.6% |
| YTD | -56.7% | +63.6% | -120.2% | -66.0% |
| 1Y | -71.4% | +83.5% | -154.9% | -77.9% |
| All | -71.4% | +85.3% | -156.8% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling