-47.9%
SOUN vs CRL
+45.8%
-93.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | -9.5% | +5.0% | -14.5% | -11.9% |
| 30D | -21.3% | +13.5% | -34.9% | -27.0% |
| 3M | -47.2% | +21.5% | -68.8% | -52.9% |
| 6M | -53.7% | +103.4% | -157.2% | -68.9% |
| YTD | -60.8% | +71.8% | -132.6% | -71.3% |
| 1Y | -70.9% | +97.5% | -168.4% | -80.2% |
| 3Y | +118.4% | +99.2% | +19.2% | +38.7% |
| All | -47.9% | +45.8% | -93.7% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling