+23.2%
CART vs SOLS
+22.7%
+0.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.3% | -5.9% |
| 7D | -4.1% | +4.5% | -8.6% | -3.8% |
| 30D | -4.3% | +6.0% | -10.3% | -3.8% |
| 3M | +13.1% | -19.7% | +32.8% | +12.7% |
| 6M | +26.0% | -10.4% | +36.4% | +26.5% |
| YTD | +6.7% | +33.3% | -26.5% | +7.7% |
| All | +23.2% | +22.7% | +0.5% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling