-58.8%
CSGP vs SOLS
+21.2%
-80.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.8% | -6.3% | -2.0% |
| 7D | -4.1% | +0.3% | -4.4% | -4.0% |
| 30D | +2.3% | +2.1% | +0.2% | +2.5% |
| 3M | -8.2% | -24.1% | +16.0% | -9.8% |
| 6M | -35.1% | -15.0% | -20.1% | -35.9% |
| YTD | -54.0% | +31.6% | -85.6% | -55.8% |
| All | -58.8% | +21.2% | -80.0% | -60.6% |
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 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