+72.4%
CLBK vs SARO
-7.4%
+79.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | +9.1% | -20.0% | +29.1% | +12.3% |
| 3M | +27.7% | -2.9% | +30.6% | +27.6% |
| 6M | +40.8% | -17.7% | +58.5% | +44.3% |
| YTD | +66.4% | -13.5% | +79.9% | +67.4% |
| 1Y | +72.4% | -9.7% | +82.1% | +70.4% |
| All | +72.4% | -7.4% | +79.8% | +70.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling