+48.8%
COR vs SARO
-21.1%
+69.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.9% |
| 7D | -1.9% | +1.1% | -3.0% | -1.9% |
| 30D | +1.5% | -16.2% | +17.7% | +1.6% |
| 3M | +18.7% | -1.3% | +20.0% | +18.6% |
| 6M | -9.0% | -15.2% | +6.2% | -8.6% |
| YTD | -3.3% | -14.7% | +11.4% | -2.7% |
| 1Y | +9.8% | -9.1% | +18.9% | +10.2% |
| All | +48.8% | -21.1% | +69.9% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling