+562.6%
CLS vs SARO
-21.9%
+584.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.7% |
| 7D | +20.1% | +0.6% | +19.5% | +19.7% |
| 30D | +6.0% | -14.5% | +20.6% | +16.0% |
| 3M | -10.3% | -5.3% | -5.0% | -7.3% |
| 6M | +24.5% | -15.3% | +39.8% | +34.8% |
| YTD | +12.9% | -15.6% | +28.4% | +21.6% |
| 1Y | +36.7% | -9.1% | +45.8% | +38.9% |
| All | +562.6% | -21.9% | +584.4% | +550.3% |
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