+32.6%
SOLS vs CRL
+85.3%
-52.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.3% | +0.7% | -6.1% |
| 7D | -8.8% | -12.8% | +4.0% | -8.1% |
| 30D | -0.6% | +5.0% | -5.6% | -0.3% |
| 3M | -9.0% | +39.4% | -48.4% | -8.9% |
| 6M | -28.7% | +89.4% | -118.0% | -29.3% |
| YTD | +19.2% | +63.6% | -44.4% | +18.8% |
| 1Y | +32.6% | +83.5% | -50.9% | +35.8% |
| All | +32.6% | +85.3% | -52.7% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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