+38.0%
CTVA vs SOLS
+20.3%
+17.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -1.3% |
| 7D | -5.8% | +3.7% | -9.5% | -5.9% |
| 30D | +11.1% | +5.0% | +6.1% | +10.8% |
| 3M | +13.2% | -21.1% | +34.3% | +15.3% |
| 6M | +8.7% | -14.2% | +22.9% | +9.7% |
| YTD | +27.3% | +30.6% | -3.3% | +23.0% |
| All | +38.0% | +20.3% | +17.7% | +33.0% |
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