+59.3%
CF vs SARO
-21.1%
+80.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.6% |
| 7D | -0.9% | +1.1% | -2.0% | -0.9% |
| 30D | +18.1% | -16.2% | +34.2% | +17.1% |
| 3M | +23.4% | -1.3% | +24.7% | +23.0% |
| 6M | +17.1% | -15.2% | +32.3% | +17.1% |
| YTD | +76.2% | -14.7% | +90.9% | +75.5% |
| 1Y | +62.3% | -9.1% | +71.3% | +59.9% |
| All | +59.3% | -21.1% | +80.3% | +52.5% |
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