+33.8%
SOLS vs CRL
+56.5%
-22.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +3.9% | +1.2% |
| 7D | +4.5% | -0.6% | +5.1% | +4.5% |
| 30D | +6.0% | +5.0% | +1.0% | +6.0% |
| 3M | -19.7% | +50.6% | -70.3% | -19.9% |
| 6M | -10.4% | +60.9% | -71.3% | -12.0% |
| YTD | +33.3% | +40.7% | -7.5% | +32.3% |
| All | +33.8% | +56.5% | -22.8% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling