-42.3%
CLX vs SARO
-22.5%
-19.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.3% |
| 7D | -5.7% | -3.1% | -2.6% | -5.3% |
| 30D | -17.0% | -12.2% | -4.8% | -15.8% |
| 3M | -9.7% | -7.4% | -2.3% | -8.8% |
| 6M | -19.8% | -15.3% | -4.6% | -18.7% |
| YTD | -9.8% | -16.2% | +6.3% | -8.4% |
| 1Y | -26.2% | -12.1% | -14.1% | -25.4% |
| All | -42.3% | -22.5% | -19.8% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling