-3.5%
CLF vs SARO
-20.0%
+16.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 3M | -13.4% | -2.9% | -10.5% | -12.3% |
| 6M | +15.4% | -17.7% | +33.1% | +24.4% |
| YTD | -5.9% | -13.5% | +7.6% | -1.0% |
| 1Y | +18.8% | -9.7% | +28.5% | +22.0% |
| All | -3.5% | -20.0% | +16.4% | -5.8% |
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