+36.0%
CMI vs SOLS
+20.3%
+15.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | +0.7% | +3.7% | -3.0% | -0.4% |
| 30D | -12.3% | +5.0% | -17.3% | -13.7% |
| 3M | -16.8% | -21.1% | +4.3% | -11.5% |
| 6M | +1.5% | -14.2% | +15.7% | +5.9% |
| YTD | +9.8% | +30.6% | -20.8% | +7.8% |
| All | +36.0% | +20.3% | +15.7% | +32.8% |
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