+27.5%
SOLS vs CAI
-23.4%
+50.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.1% |
| 7D | -3.5% | -2.9% | -0.5% | -3.2% |
| 30D | -1.0% | +9.3% | -10.3% | -2.0% |
| 3M | -24.1% | +35.2% | -59.3% | -27.1% |
| 6M | -18.0% | +30.7% | -48.7% | -21.6% |
| YTD | +27.1% | -9.8% | +36.8% | +31.4% |
| All | +27.5% | -23.4% | +50.9% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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