+26.1%
CNH vs SARO
-22.5%
+48.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.1% |
| 7D | -5.7% | -3.1% | -2.6% | -4.8% |
| 30D | +26.6% | -12.2% | +38.8% | +31.3% |
| 3M | +31.1% | -7.4% | +38.4% | +34.0% |
| 6M | +24.9% | -15.3% | +40.1% | +29.8% |
| YTD | +48.7% | -16.2% | +64.9% | +54.5% |
| 1Y | +22.2% | -12.1% | +34.3% | +24.8% |
| All | +26.1% | -22.5% | +48.5% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling