-24.8%
CCL vs SARO
-7.4%
-17.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | -5.0% | -0.8% | -4.2% | -4.6% |
| 30D | -20.3% | -20.0% | -0.4% | -8.2% |
| 3M | -15.1% | -2.9% | -12.2% | -14.4% |
| 6M | -15.1% | -17.7% | +2.5% | -6.8% |
| YTD | -21.8% | -13.5% | -8.3% | -17.1% |
| 1Y | -24.8% | -9.7% | -15.1% | -21.6% |
| All | -24.8% | -7.4% | -17.4% | -21.6% |
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