-16.3%
SOUN vs CRL
+16.2%
-32.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.1% |
| 7D | -6.8% | -6.9% | +0.1% | -3.5% |
| 30D | -15.2% | -3.2% | -12.1% | -14.0% |
| 3M | -7.0% | +46.5% | -53.5% | -24.6% |
| 6M | -20.5% | +63.1% | -83.6% | -39.8% |
| YTD | -37.0% | +36.9% | -73.9% | -47.7% |
| 1Y | -55.3% | +78.1% | -133.4% | -68.0% |
| 3Y | +173.0% | +36.7% | +136.4% | +112.8% |
| All | -16.3% | +16.2% | -32.4% | -26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling