+65.9%
COP vs SOLS
+26.5%
+39.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.6% |
| 7D | +3.4% | +20.8% | -17.4% | +4.1% |
| 30D | -0.6% | +9.2% | -9.8% | -0.2% |
| 3M | +10.8% | +7.1% | +3.7% | +11.2% |
| 6M | +19.6% | -23.7% | +43.3% | +19.8% |
| YTD | +52.9% | +37.3% | +15.6% | +50.2% |
| 1Y | +62.2% | +42.2% | +20.0% | +59.9% |
| All | +65.9% | +26.5% | +39.5% | +63.4% |
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