-11.9%
CAG vs SOLS
+20.3%
-32.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | -6.6% | +3.7% | -10.3% | -6.6% |
| 30D | +2.3% | +5.0% | -2.7% | +2.4% |
| 3M | +16.3% | -21.1% | +37.4% | +16.6% |
| 6M | -16.0% | -14.2% | -1.9% | -16.5% |
| YTD | -7.7% | +30.6% | -38.3% | -11.0% |
| All | -11.9% | +20.3% | -32.2% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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