-4.7%
CMS vs SOLS
+44.7%
-49.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -1.3% | +20.8% | -22.1% | -1.3% |
| 30D | +5.3% | +9.2% | -3.9% | +5.1% |
| 3M | -0.3% | +7.1% | -7.4% | -0.5% |
| 6M | -4.0% | -23.7% | +19.6% | -3.3% |
| YTD | +2.1% | +37.3% | -35.2% | +2.3% |
| 1Y | -4.7% | +42.2% | -46.9% | -4.8% |
| All | -4.7% | +44.7% | -49.4% | -4.8% |
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 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