+14.2%
CAT vs SOLS
+27.7%
-13.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +1.6% |
| 7D | +1.7% | +16.4% | -14.6% | -4.0% |
| 30D | -24.6% | +10.6% | -35.2% | -27.4% |
| 3M | -28.5% | +10.0% | -38.5% | -31.3% |
| 6M | -34.8% | -21.2% | -13.6% | -30.1% |
| YTD | +5.9% | +38.7% | -32.8% | -1.1% |
| 1Y | +6.8% | +46.1% | -39.2% | -1.5% |
| All | +14.2% | +27.7% | -13.5% | +6.2% |
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