+130.9%
SOUN vs CSGP
-60.4%
+191.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.7% | +1.2% | -1.8% |
| 7D | -2.6% | +1.3% | -3.9% | -3.1% |
| 30D | -27.0% | +10.7% | -37.7% | -31.2% |
| 3M | -41.9% | +3.3% | -45.2% | -44.0% |
| 6M | -56.1% | -10.3% | -45.8% | -55.4% |
| YTD | -58.8% | -54.6% | -4.2% | -40.7% |
| 1Y | -71.1% | -54.6% | -16.5% | -58.5% |
| 3Y | +130.9% | -60.3% | +191.2% | +226.4% |
| All | +130.9% | -60.4% | +191.3% | +226.4% |
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