+91.5%
CAT vs SARO
-10.7%
+102.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.0% |
| 7D | +0.6% | -3.1% | +3.7% | +1.8% |
| 30D | -4.3% | -12.2% | +7.9% | +0.7% |
| 3M | -8.6% | -7.4% | -1.3% | -5.9% |
| 6M | +16.1% | -15.3% | +31.4% | +22.2% |
| YTD | +43.8% | -16.2% | +59.9% | +50.1% |
| 1Y | +91.5% | -12.1% | +103.6% | +95.7% |
| All | +91.5% | -10.7% | +102.1% | +95.7% |
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 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