-13.6%
SOUN vs CRS
+1,093.9%
-1,107.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -4.4% | -0.5% | -3.9% | -4.2% |
| 30D | -13.1% | -18.1% | +5.0% | -3.6% |
| 3M | -7.7% | -12.4% | +4.7% | -1.6% |
| 6M | -21.2% | +15.9% | -37.1% | -28.8% |
| YTD | -35.0% | +45.8% | -80.8% | -48.9% |
| 1Y | -56.4% | +87.8% | -144.1% | -71.0% |
| 3Y | +181.7% | +648.7% | -467.0% | -16.2% |
| All | -13.6% | +1,093.9% | -1,107.5% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling