-53.5%
SOUN vs CSGP
-52.0%
-1.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -5.9% | -4.3% |
| 7D | -15.1% | +1.3% | -16.4% | -15.6% |
| 30D | -23.0% | +2.8% | -25.8% | -25.3% |
| 3M | -53.3% | -6.3% | -47.0% | -52.9% |
| 6M | -58.6% | -3.2% | -55.4% | -59.8% |
| YTD | -65.0% | -54.0% | -11.0% | -49.0% |
| 1Y | -71.4% | -54.8% | -16.6% | -57.9% |
| 3Y | +75.4% | -60.6% | +136.0% | +169.1% |
| All | -53.5% | -52.0% | -1.4% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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