+99.8%
CASY vs SARO
-21.1%
+120.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.9% |
| 7D | -4.4% | +1.1% | -5.4% | -4.4% |
| 30D | -12.0% | -16.2% | +4.1% | -11.0% |
| 3M | -2.3% | -1.3% | -1.0% | -3.1% |
| 6M | +10.5% | -15.2% | +25.8% | +11.5% |
| YTD | +33.0% | -14.7% | +47.7% | +34.1% |
| 1Y | +41.1% | -9.1% | +50.2% | +40.8% |
| All | +99.8% | -21.1% | +120.8% | +95.5% |
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