+49.5%
CORZ vs SARO
-22.5%
+72.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.6% | +2.1% |
| 7D | +0.3% | -3.1% | +3.4% | +2.5% |
| 30D | -14.0% | -12.2% | -1.8% | -5.9% |
| 3M | -34.1% | -7.4% | -26.7% | -31.2% |
| 6M | +8.5% | -15.3% | +23.7% | +18.2% |
| YTD | +23.2% | -16.2% | +39.4% | +36.7% |
| 1Y | +15.4% | -12.1% | +27.5% | +23.1% |
| All | +49.5% | -22.5% | +72.0% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling