-30.6%
CG vs SOLS
+26.5%
-57.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.2% |
| 7D | -1.5% | +20.8% | -22.3% | -3.3% |
| 30D | +5.7% | +9.2% | -3.5% | +4.3% |
| 3M | -17.9% | +7.1% | -24.9% | -18.8% |
| 6M | -20.2% | -23.7% | +3.5% | -18.7% |
| YTD | -32.0% | +37.3% | -69.3% | -36.8% |
| 1Y | -27.0% | +42.2% | -69.2% | -32.9% |
| All | -30.6% | +26.5% | -57.1% | -35.9% |
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