+31.1%
SOLS vs CRL
+55.2%
-24.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -2.0% |
| 7D | +3.7% | -4.6% | +8.3% | +3.6% |
| 30D | +5.0% | +0.5% | +4.5% | +4.9% |
| 3M | -21.1% | +46.6% | -67.7% | -21.3% |
| 6M | -14.2% | +57.3% | -71.4% | -16.0% |
| YTD | +30.6% | +39.5% | -8.9% | +29.7% |
| All | +31.1% | +55.2% | -24.1% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling