+57.3%
CLBK vs SARO
-22.5%
+79.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | -1.5% | -3.1% | +1.7% | -0.9% |
| 30D | -1.0% | -12.2% | +11.2% | +1.3% |
| 3M | +22.9% | -7.4% | +30.3% | +24.1% |
| 6M | +44.2% | -15.3% | +59.5% | +47.6% |
| YTD | +64.0% | -16.2% | +80.1% | +67.6% |
| 1Y | +65.7% | -12.1% | +77.8% | +67.0% |
| All | +57.3% | -22.5% | +79.7% | +58.6% |
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