+18.9%
CLS vs SOLS
+17.1%
+1.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.4% |
| 7D | +5.0% | +0.3% | +4.7% | +4.8% |
| 30D | +4.8% | +0.9% | +3.9% | +4.3% |
| 3M | -10.4% | -20.7% | +10.3% | -2.3% |
| 6M | +20.8% | -17.7% | +38.5% | +30.0% |
| YTD | +10.0% | +27.1% | -17.1% | +3.9% |
| All | +18.9% | +17.1% | +1.8% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling