+39.2%
SOLS vs CPB
-23.4%
+62.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +2.9% |
| 7D | +16.4% | -4.1% | +20.5% | +15.0% |
| 30D | +10.6% | +16.9% | -6.3% | +15.5% |
| 3M | +10.0% | -0.6% | +10.6% | +11.4% |
| 6M | -21.2% | +11.4% | -32.6% | -18.3% |
| YTD | +38.7% | -14.8% | +53.5% | +39.1% |
| 1Y | +46.1% | -24.8% | +70.8% | +48.3% |
| All | +39.2% | -23.4% | +62.6% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling