+30.5%
CCL vs SARO
-22.5%
+53.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.2% |
| 7D | -3.2% | -3.1% | -0.1% | -1.2% |
| 30D | -17.8% | -12.2% | -5.6% | -10.5% |
| 3M | -18.7% | -7.4% | -11.3% | -15.2% |
| 6M | -11.4% | -15.3% | +3.9% | -2.5% |
| YTD | -24.3% | -16.2% | -8.1% | -16.6% |
| 1Y | -28.8% | -12.1% | -16.7% | -24.1% |
| All | +30.5% | -22.5% | +53.0% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling