+179.1%
SOUN vs CRS
+620.4%
-441.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -1.8% |
| 7D | -6.8% | -4.1% | -2.7% | -4.6% |
| 30D | -15.2% | -16.6% | +1.3% | -6.3% |
| 3M | -7.0% | -14.3% | +7.3% | +0.6% |
| 6M | -20.5% | +11.6% | -32.1% | -27.2% |
| YTD | -37.0% | +42.6% | -79.6% | -50.8% |
| 1Y | -55.3% | +81.8% | -137.1% | -70.8% |
| All | +179.1% | +620.4% | -441.3% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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