+19.6%
CP vs SOLS
+22.7%
-3.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +2.4% | +4.5% | -2.1% | +2.2% |
| 30D | -0.5% | +6.0% | -6.5% | -0.9% |
| 3M | +1.4% | -19.7% | +21.1% | +2.6% |
| 6M | +10.3% | -10.4% | +20.7% | +10.2% |
| YTD | +24.3% | +33.3% | -9.0% | +19.7% |
| All | +19.6% | +22.7% | -3.1% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling