-10.1%
SOUN vs CRL
+22.8%
-32.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.8% |
| 7D | -5.2% | -1.0% | -4.2% | -4.8% |
| 30D | +4.8% | +10.7% | -5.8% | -0.5% |
| 3M | -15.9% | +55.3% | -71.1% | -33.8% |
| 6M | -17.4% | +60.7% | -78.1% | -36.8% |
| YTD | -32.4% | +44.6% | -77.0% | -45.4% |
| 1Y | -49.3% | +77.7% | -127.0% | -63.6% |
| 3Y | +167.5% | +37.6% | +129.8% | +107.3% |
| All | -10.1% | +22.8% | -32.9% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling