+37.0%
SOLS vs CRL
+88.4%
-51.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +14.0% | +0.1% | +13.9% | +14.0% |
| 30D | +10.0% | +11.9% | -1.9% | +10.1% |
| 3M | +5.8% | +20.2% | -14.3% | +6.1% |
| 6M | -25.2% | +107.5% | -132.7% | -25.3% |
| YTD | +36.5% | +69.4% | -32.9% | +36.0% |
| 1Y | +45.0% | +99.7% | -54.7% | +50.6% |
| All | +37.0% | +88.4% | -51.4% | +32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling