+61.8%
COP vs SOLS
+20.3%
+41.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.0% |
| 7D | -0.5% | +3.7% | -4.2% | -0.3% |
| 30D | +11.7% | +5.0% | +6.7% | +11.9% |
| 3M | +17.7% | -21.1% | +38.8% | +17.4% |
| 6M | +18.3% | -14.2% | +32.5% | +18.0% |
| YTD | +49.1% | +30.6% | +18.4% | +45.9% |
| All | +61.8% | +20.3% | +41.5% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling