+27.6%
SOLS vs CPB
-29.0%
+56.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -3.6% |
| 7D | +0.3% | -5.4% | +5.7% | -0.8% |
| 30D | +0.9% | -7.8% | +8.7% | -0.7% |
| 3M | -20.7% | -6.9% | -13.7% | -21.0% |
| 6M | -17.7% | -12.2% | -5.5% | -18.6% |
| YTD | +27.1% | -21.1% | +48.2% | +24.0% |
| All | +27.6% | -29.0% | +56.6% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling