+29.5%
CASY vs SARO
-7.8%
+37.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.4% |
| 7D | +0.8% | +15.8% | -14.9% | +0.6% |
| 30D | +9.4% | +22.2% | -12.8% | +9.0% |
| 3M | -20.6% | -16.2% | -4.4% | -20.8% |
| 6M | -20.7% | +4.6% | -25.3% | -22.5% |
| YTD | +22.5% | -10.4% | +32.9% | +23.2% |
| 1Y | +29.5% | -6.5% | +36.0% | +30.6% |
| All | +29.5% | -7.8% | +37.3% | +30.6% |
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 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