+60.2%
CF vs SARO
-23.7%
+83.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.3% |
| 7D | -2.0% | -4.0% | +2.1% | -2.2% |
| 30D | +15.3% | -16.1% | +31.4% | +14.2% |
| 3M | +24.3% | -4.5% | +28.8% | +23.6% |
| 6M | +23.9% | -17.0% | +41.0% | +23.5% |
| YTD | +77.3% | -17.5% | +94.8% | +76.1% |
| 1Y | +58.7% | -12.3% | +71.0% | +56.1% |
| All | +60.2% | -23.7% | +83.9% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling