-1.8%
CARR vs SARO
-7.8%
+6.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.1% |
| 7D | -0.7% | +15.8% | -16.4% | -5.2% |
| 30D | +0.3% | +22.2% | -21.9% | -6.0% |
| 3M | -14.9% | -16.2% | +1.3% | -10.3% |
| 6M | -14.9% | +4.6% | -19.5% | -17.1% |
| YTD | +7.0% | -10.4% | +17.4% | +6.1% |
| 1Y | -1.8% | -6.5% | +4.8% | -4.1% |
| All | -1.8% | -7.8% | +6.0% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling