+45.2%
CF vs SOLS
+10.3%
+34.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | +1.2% |
| 7D | -3.2% | -4.2% | +1.0% | -3.4% |
| 30D | +4.3% | -3.9% | +8.2% | +4.1% |
| 3M | +2.8% | -6.6% | +9.4% | +2.5% |
| 6M | +0.6% | -29.1% | +29.7% | -0.6% |
| YTD | +56.6% | +19.8% | +36.9% | +50.7% |
| 1Y | +49.6% | +29.2% | +20.4% | +43.9% |
| All | +45.2% | +10.3% | +34.9% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling