+70.9%
CASY vs SARO
-23.7%
+94.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | -0.1% |
| 7D | -17.2% | -4.0% | -13.2% | -17.0% |
| 30D | -24.4% | -16.1% | -8.2% | -23.5% |
| 3M | -31.4% | -4.5% | -26.9% | -31.6% |
| 6M | -8.9% | -17.0% | +8.2% | -8.0% |
| YTD | +13.8% | -17.5% | +31.4% | +15.0% |
| 1Y | +17.0% | -12.3% | +29.2% | +17.0% |
| All | +70.9% | -23.7% | +94.6% | +67.7% |
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 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