-45.2%
CAPR vs SARO
-21.1%
-24.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.0% |
| 7D | -9.5% | +1.1% | -10.6% | -10.0% |
| 30D | +121.5% | -16.2% | +137.7% | +141.0% |
| 3M | -65.4% | -1.3% | -64.1% | -66.8% |
| 6M | -67.5% | -15.2% | -52.3% | -66.3% |
| YTD | -68.6% | -14.7% | -53.9% | -67.8% |
| 1Y | +42.7% | -9.1% | +51.7% | +38.7% |
| All | -45.2% | -21.1% | -24.1% | -43.2% |
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