+56.5%
CAT vs SARO
-10.5%
+67.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.0% |
| 7D | +7.4% | +0.4% | +7.1% | +7.3% |
| 30D | -19.7% | +40.3% | -60.0% | -29.2% |
| 3M | -29.6% | +2.2% | -31.9% | -30.0% |
| 6M | -33.2% | +3.7% | -36.9% | -34.4% |
| YTD | +5.7% | -3.3% | +9.0% | +5.7% |
| 1Y | +9.3% | +8.4% | +0.9% | +4.6% |
| All | +56.5% | -10.5% | +67.0% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling