+111.7%
CAT vs SARO
-20.0%
+131.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +1.7% | -0.8% | +2.5% | +2.0% |
| 30D | -6.6% | -20.0% | +13.4% | +1.7% |
| 3M | -13.3% | -2.9% | -10.4% | -12.4% |
| 6M | +11.6% | -17.7% | +29.3% | +18.8% |
| YTD | +42.9% | -13.5% | +56.4% | +48.7% |
| 1Y | +95.4% | -9.7% | +105.2% | +99.4% |
| All | +111.7% | -20.0% | +131.7% | +100.7% |
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 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