-44.5%
CAG vs SARO
-22.5%
-22.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.6% |
| 7D | -5.7% | -3.1% | -2.6% | -5.8% |
| 30D | -2.4% | -12.2% | +9.8% | -2.7% |
| 3M | +9.8% | -7.4% | +17.2% | +9.6% |
| 6M | -10.8% | -15.3% | +4.4% | -11.2% |
| YTD | -10.8% | -16.2% | +5.4% | -11.3% |
| 1Y | -19.0% | -12.1% | -6.9% | -19.3% |
| All | -44.5% | -22.5% | -22.0% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 all: compounded portfolio wealth divided by compounded SARO 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…
all analysis · Full analysis span regression · 6 months rolling