-13.1%
CAI vs SARO
-20.6%
+7.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.8% |
| 7D | -2.9% | -3.1% | +0.2% | -2.0% |
| 30D | +9.3% | -12.2% | +21.6% | +13.4% |
| 3M | +35.2% | -7.4% | +42.6% | +34.1% |
| 6M | +30.7% | -15.3% | +46.0% | +32.2% |
| YTD | -9.8% | -16.2% | +6.4% | -8.6% |
| 1Y | -28.9% | -12.1% | -16.7% | -28.8% |
| All | -13.1% | -20.6% | +7.5% | -12.6% |
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