+83.5%
CRL vs SARO
-7.8%
+91.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.9% | -9.2% | -7.9% |
| 7D | -12.8% | +15.8% | -28.5% | -17.3% |
| 30D | +5.0% | +22.2% | -17.2% | -2.7% |
| 3M | +39.4% | -16.2% | +55.6% | +50.8% |
| 6M | +89.4% | +4.6% | +84.8% | +82.6% |
| YTD | +63.6% | -10.4% | +73.9% | +71.9% |
| 1Y | +83.5% | -6.5% | +90.0% | +90.2% |
| All | +83.5% | -7.8% | +91.2% | +90.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling