+47.4%
COR vs SARO
-22.5%
+69.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | +0.2% |
| 7D | -2.8% | -3.1% | +0.3% | -2.8% |
| 30D | +2.6% | -12.2% | +14.8% | +2.6% |
| 3M | +14.5% | -7.4% | +21.8% | +14.4% |
| 6M | -7.8% | -15.3% | +7.5% | -7.4% |
| YTD | -4.2% | -16.2% | +12.0% | -3.6% |
| 1Y | +7.0% | -12.1% | +19.1% | +7.5% |
| All | +47.4% | -22.5% | +69.9% | +54.1% |
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