-1.3%
CI vs SOLS
+26.5%
-27.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.7% |
| 7D | -1.7% | +20.8% | -22.6% | -1.4% |
| 30D | +4.9% | +9.2% | -4.3% | +5.0% |
| 3M | +7.4% | +7.1% | +0.3% | +7.5% |
| 6M | +0.4% | -23.7% | +24.0% | +1.3% |
| YTD | +9.5% | +37.3% | -27.9% | +8.1% |
| 1Y | +12.0% | +42.2% | -30.2% | +10.2% |
| All | -1.3% | +26.5% | -27.7% | -2.8% |
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