+67.6%
CASY vs SARO
-22.5%
+90.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.6% | -2.1% |
| 7D | -18.6% | -3.1% | -15.5% | -18.4% |
| 30D | -26.6% | -12.2% | -14.4% | -26.0% |
| 3M | -32.8% | -7.4% | -25.4% | -32.8% |
| 6M | -10.0% | -15.3% | +5.2% | -9.3% |
| YTD | +11.6% | -16.2% | +27.8% | +12.6% |
| 1Y | +11.5% | -12.1% | +23.6% | +11.6% |
| All | +67.6% | -22.5% | +90.1% | +64.3% |
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