+32.1%
SOLS vs CRL
+60.9%
-28.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +3.8% |
| 7D | +0.3% | -1.0% | +1.3% | +0.3% |
| 30D | +2.1% | +10.7% | -8.6% | +2.2% |
| 3M | -24.1% | +55.3% | -79.4% | -24.2% |
| 6M | -15.0% | +60.7% | -75.6% | -16.9% |
| YTD | +31.6% | +44.6% | -13.0% | +30.8% |
| All | +32.1% | +60.9% | -28.8% | +27.1% |
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