+13.7%
CAT vs SOLS
+21.0%
-7.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +9.7% | -2.5% | +3.4% |
| 7D | -2.4% | +8.0% | -10.4% | -5.2% |
| 30D | -25.0% | +3.7% | -28.8% | -26.1% |
| 3M | -28.7% | +4.6% | -33.3% | -30.1% |
| 6M | -33.0% | -18.5% | -14.5% | -28.8% |
| YTD | +5.4% | +31.4% | -26.0% | +0.5% |
| 1Y | +7.3% | +34.5% | -27.2% | +1.7% |
| All | +13.7% | +21.0% | -7.3% | +8.0% |
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