-4.2%
CMS vs SOLS
+10.3%
-14.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.4% | -6.7% | -1.3% |
| 7D | -0.5% | -4.2% | +3.7% | -0.5% |
| 30D | +7.2% | -3.9% | +11.1% | +7.1% |
| 3M | -1.3% | -6.6% | +5.3% | -1.3% |
| 6M | -4.3% | -29.1% | +24.8% | -4.1% |
| YTD | +2.1% | +19.8% | -17.7% | +3.0% |
| 1Y | -0.6% | +29.2% | -29.8% | +0.6% |
| All | -4.2% | +10.3% | -14.5% | -3.2% |
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 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