+8.7%
CME vs SOLS
+21.2%
-12.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | 0.0% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | +6.2% | +2.1% | +4.1% | +6.3% |
| 3M | +10.4% | -24.1% | +34.6% | +8.3% |
| 6M | -9.5% | -15.0% | +5.4% | -10.2% |
| YTD | +6.0% | +31.6% | -25.6% | +7.0% |
| All | +8.7% | +21.2% | -12.5% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling