+11.5%
CASY vs SARO
-10.7%
+22.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.6% | -1.9% |
| 7D | -18.6% | -3.1% | -15.5% | -18.6% |
| 30D | -26.6% | -12.2% | -14.4% | -26.8% |
| 3M | -32.8% | -7.4% | -25.4% | -33.2% |
| 6M | -10.0% | -15.3% | +5.2% | -10.4% |
| YTD | +11.6% | -16.2% | +27.8% | +12.0% |
| 1Y | +11.5% | -12.1% | +23.6% | +11.1% |
| All | +11.5% | -10.7% | +22.1% | +11.1% |
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