+41.0%
CLS vs SARO
-10.7%
+51.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +4.9% | +5.8% |
| 7D | +10.9% | -3.1% | +14.1% | +12.6% |
| 30D | +2.1% | -12.2% | +14.3% | +8.1% |
| 3M | -10.2% | -7.4% | -2.8% | -6.3% |
| 6M | +30.4% | -15.3% | +45.6% | +39.7% |
| YTD | +17.2% | -16.2% | +33.4% | +24.0% |
| 1Y | +41.0% | -12.1% | +53.1% | +36.7% |
| All | +41.0% | -10.7% | +51.7% | +36.7% |
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