+1.1%
CL vs SARO
-11.1%
+12.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | 0.0% |
| 7D | -0.8% | +8.9% | -9.7% | -1.1% |
| 30D | +9.5% | +38.6% | -29.2% | +8.3% |
| 3M | +6.6% | +0.6% | +6.0% | +6.5% |
| 6M | +13.2% | +2.9% | +10.4% | +12.9% |
| YTD | +26.9% | -3.9% | +30.8% | +26.5% |
| 1Y | +27.6% | +4.6% | +23.1% | +27.4% |
| All | +1.1% | -11.1% | +12.2% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling