+435.5%
CRDO vs SARO
-22.5%
+457.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.4% |
| 7D | -4.5% | -3.1% | -1.4% | -2.1% |
| 30D | -39.2% | -12.2% | -27.0% | -32.9% |
| 3M | -38.5% | -7.4% | -31.1% | -35.4% |
| 6M | +40.6% | -15.3% | +55.8% | +56.0% |
| YTD | +13.2% | -16.2% | +29.4% | +26.0% |
| 1Y | +2.3% | -12.1% | +14.4% | +8.7% |
| All | +435.5% | -22.5% | +457.9% | +469.0% |
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 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