+48.2%
CART vs SARO
-6.5%
+54.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.3% | -0.1% |
| 7D | +1.5% | +15.3% | -13.8% | -0.7% |
| 30D | +22.4% | +43.6% | -21.2% | +15.9% |
| 3M | +16.5% | -0.8% | +17.3% | +16.0% |
| 6M | +44.9% | +15.2% | +29.6% | +40.0% |
| YTD | +30.0% | +1.0% | +29.0% | +28.7% |
| 1Y | +59.1% | +7.9% | +51.1% | +54.9% |
| All | +48.2% | -6.5% | +54.7% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling