+34.0%
CLSK vs SARO
-10.7%
+44.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.1% | +5.3% |
| 7D | +7.7% | -3.1% | +10.8% | +10.9% |
| 30D | +12.2% | -12.2% | +24.5% | +26.1% |
| 3M | -15.5% | -7.4% | -8.1% | -11.1% |
| 6M | +39.3% | -15.3% | +54.6% | +59.8% |
| YTD | +35.1% | -16.2% | +51.3% | +59.2% |
| 1Y | +34.0% | -12.1% | +46.1% | +53.6% |
| All | +34.0% | -10.7% | +44.7% | +53.6% |
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 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