+113.9%
CAT vs SARO
-21.1%
+135.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.6% |
| 7D | +5.6% | +1.1% | +4.5% | +5.1% |
| 30D | -2.3% | -16.2% | +13.8% | +4.4% |
| 3M | -10.0% | -1.3% | -8.7% | -9.6% |
| 6M | +21.2% | -15.2% | +36.5% | +27.6% |
| YTD | +44.4% | -14.7% | +59.1% | +51.1% |
| 1Y | +96.3% | -9.1% | +105.4% | +99.9% |
| All | +113.9% | -21.1% | +135.0% | +103.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling