+90.1%
CRS vs SOLS
+22.7%
+67.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.8% |
| 7D | -3.1% | +4.5% | -7.6% | -4.1% |
| 30D | -19.6% | +6.0% | -25.6% | -20.9% |
| 3M | -8.1% | -19.7% | +11.6% | -4.3% |
| 6M | +18.6% | -10.4% | +28.9% | +20.2% |
| YTD | +45.9% | +33.3% | +12.6% | +41.2% |
| All | +90.1% | +22.7% | +67.4% | +85.0% |
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