+31.1%
SOLS vs CPB
-25.8%
+56.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -1.8% |
| 7D | +3.7% | -8.0% | +11.7% | +1.9% |
| 30D | +5.0% | -2.4% | +7.4% | +4.7% |
| 3M | -21.1% | +0.5% | -21.6% | -20.4% |
| 6M | -14.2% | -10.5% | -3.7% | -14.8% |
| YTD | +30.6% | -17.5% | +48.2% | +28.6% |
| All | +31.1% | -25.8% | +56.9% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling