+29.5%
CART vs SARO
-20.0%
+49.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.3% |
| 7D | +1.0% | -0.8% | +1.8% | +1.1% |
| 30D | +12.6% | -20.0% | +32.6% | +16.1% |
| 3M | +23.1% | -2.9% | +26.0% | +22.9% |
| 6M | +39.5% | -17.7% | +57.2% | +43.4% |
| YTD | +13.5% | -13.5% | +27.0% | +15.5% |
| 1Y | +14.9% | -9.7% | +24.6% | +15.4% |
| All | +29.5% | -20.0% | +49.4% | +28.7% |
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