+0.4%
CMS vs SARO
-7.8%
+8.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | +4.1% | +15.8% | -11.7% | +3.3% |
| 30D | +10.9% | +22.2% | -11.3% | +9.8% |
| 3M | -0.2% | -16.2% | +16.0% | -0.2% |
| 6M | -4.7% | +4.6% | -9.3% | -5.3% |
| YTD | +3.9% | -10.4% | +14.2% | +3.2% |
| 1Y | +0.4% | -6.5% | +6.9% | -0.3% |
| All | +0.4% | -7.8% | +8.1% | -0.3% |
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 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