+33.1%
CCL vs SARO
-21.1%
+54.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.4% |
| 7D | -0.1% | +1.1% | -1.2% | -0.9% |
| 30D | -20.0% | -16.2% | -3.8% | -10.2% |
| 3M | -13.7% | -1.3% | -12.4% | -13.6% |
| 6M | -9.0% | -15.2% | +6.2% | +0.1% |
| YTD | -22.8% | -14.7% | -8.1% | -15.9% |
| 1Y | -25.3% | -9.1% | -16.2% | -22.2% |
| All | +33.1% | -21.1% | +54.2% | +38.9% |
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