+48.2%
CART vs SARO
-11.1%
+59.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.1% |
| 7D | +1.2% | +8.9% | -7.7% | -0.2% |
| 30D | +17.8% | +38.6% | -20.8% | +12.1% |
| 3M | +20.7% | +0.6% | +20.1% | +19.9% |
| 6M | +49.7% | +2.9% | +46.8% | +47.4% |
| YTD | +30.0% | -3.9% | +33.9% | +29.7% |
| 1Y | +48.4% | +4.6% | +43.8% | +45.0% |
| All | +48.2% | -11.1% | +59.3% | +44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling