+52.1%
CF vs SOLS
+25.7%
+26.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +4.8% | +14.0% | -9.2% | +6.0% |
| 30D | +4.7% | +10.0% | -5.2% | +5.8% |
| 3M | +7.4% | +5.8% | +1.6% | +8.3% |
| 6M | +0.6% | -25.2% | +25.8% | +0.4% |
| YTD | +64.1% | +36.5% | +27.6% | +59.7% |
| 1Y | +51.4% | +45.0% | +6.4% | +47.5% |
| All | +52.1% | +25.7% | +26.4% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling