+18.8%
CLF vs SARO
-7.4%
+26.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | +7.6% | -0.8% | +8.4% | +7.9% |
| 30D | -1.2% | -20.0% | +18.8% | +8.7% |
| 3M | -13.4% | -2.9% | -10.5% | -12.2% |
| 6M | +15.4% | -17.7% | +33.1% | +22.2% |
| YTD | -5.9% | -13.5% | +7.6% | -1.6% |
| 1Y | +18.8% | -9.7% | +28.5% | +21.4% |
| All | +18.8% | -7.4% | +26.2% | +21.4% |
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