-13.5%
CMG vs SOLS
+20.3%
-33.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.3% |
| 7D | -6.5% | +3.7% | -10.2% | -6.8% |
| 30D | +12.1% | +5.0% | +7.1% | +11.5% |
| 3M | +20.6% | -21.1% | +41.7% | +22.5% |
| 6M | +2.1% | -14.2% | +16.3% | +1.9% |
| YTD | -2.6% | +30.6% | -33.3% | -12.2% |
| All | -13.5% | +20.3% | -33.8% | -23.0% |
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