+0.8%
CMI vs SARO
-14.9%
+15.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.6% |
| 7D | -0.7% | -3.1% | +2.4% | +0.4% |
| 30D | -12.4% | -12.2% | -0.2% | -8.3% |
| 3M | -14.8% | -7.4% | -7.4% | -12.7% |
| 6M | +0.8% | -15.3% | +16.1% | +6.9% |
| All | +0.8% | -14.9% | +15.7% | +6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling