+48.3%
CF vs SARO
-10.5%
+58.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.2% |
| 7D | +4.8% | +0.4% | +4.4% | +4.8% |
| 30D | +4.7% | +40.3% | -35.6% | +7.4% |
| 3M | +7.4% | +2.2% | +5.2% | +8.1% |
| 6M | +0.6% | +3.7% | -3.1% | +1.3% |
| YTD | +64.1% | -3.3% | +67.4% | +65.3% |
| 1Y | +51.4% | +8.4% | +43.0% | +50.4% |
| All | +48.3% | -10.5% | +58.9% | +43.7% |
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