-24.2%
CLF vs SOLS
+21.0%
-45.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +9.7% | -2.8% | +3.8% |
| 7D | -14.1% | +8.0% | -22.1% | -16.0% |
| 30D | -5.5% | +3.7% | -9.3% | -6.6% |
| 3M | 0.0% | +4.6% | -4.6% | -1.5% |
| 6M | +11.3% | -18.5% | +29.7% | +15.9% |
| YTD | -7.7% | +31.4% | -39.1% | -13.4% |
| 1Y | +17.5% | +34.5% | -16.9% | +8.7% |
| All | -24.2% | +21.0% | -45.3% | -29.9% |
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 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