-32.7%
CDW vs SARO
-23.7%
-9.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.6% |
| 7D | -7.4% | -4.0% | -3.3% | -6.6% |
| 30D | +5.8% | -16.1% | +22.0% | +9.5% |
| 3M | +10.8% | -4.5% | +15.3% | +11.2% |
| 6M | +21.5% | -17.0% | +38.5% | +25.4% |
| YTD | +6.4% | -17.5% | +23.9% | +9.6% |
| 1Y | -14.8% | -12.3% | -2.5% | -14.3% |
| All | -32.7% | -23.7% | -9.0% | -33.3% |
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