-2.8%
CMS vs SOLS
+38.0%
-40.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | +0.3% |
| 7D | +0.5% | +5.3% | -4.8% | +0.5% |
| 30D | +7.4% | +6.0% | +1.4% | +7.3% |
| 3M | +1.9% | +7.9% | -6.1% | +1.7% |
| 6M | -2.3% | -16.7% | +14.4% | -2.2% |
| YTD | +3.0% | +34.3% | -31.3% | +3.6% |
| 1Y | -2.8% | +38.2% | -41.0% | -2.3% |
| All | -2.8% | +38.0% | -40.7% | -2.3% |
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