+116.2%
SOUN vs CSGP
-61.1%
+177.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.4% |
| 7D | -6.1% | -3.2% | -2.9% | -4.9% |
| 30D | -28.2% | +2.2% | -30.4% | -29.9% |
| 3M | -48.1% | -3.7% | -44.5% | -48.4% |
| 6M | -56.4% | -7.4% | -49.0% | -56.5% |
| YTD | -61.2% | -54.9% | -6.3% | -44.1% |
| 1Y | -73.1% | -54.9% | -18.3% | -61.4% |
| 3Y | +116.2% | -61.9% | +178.1% | +223.5% |
| All | +116.2% | -61.1% | +177.3% | +223.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling