-9.6%
CL vs SARO
-21.9%
+12.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -2.3% | +0.6% | -2.9% | -2.3% |
| 30D | -5.5% | -14.5% | +9.0% | -5.0% |
| 3M | +0.8% | -5.3% | +6.2% | +0.9% |
| 6M | -4.2% | -15.3% | +11.1% | -4.1% |
| YTD | +13.4% | -15.6% | +29.0% | +13.7% |
| 1Y | +7.1% | -9.1% | +16.1% | +7.3% |
| All | -9.6% | -21.9% | +12.3% | -8.9% |
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