+63.8%
CF vs SARO
-21.9%
+85.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.7% |
| 7D | -0.8% | +0.6% | -1.5% | -0.8% |
| 30D | +14.3% | -14.5% | +28.8% | +13.4% |
| 3M | +27.9% | -5.3% | +33.2% | +27.2% |
| 6M | +25.5% | -15.3% | +40.8% | +25.4% |
| YTD | +81.2% | -15.6% | +96.7% | +80.3% |
| 1Y | +66.5% | -9.1% | +75.6% | +63.8% |
| All | +63.8% | -21.9% | +85.6% | +56.7% |
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 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