+77.7%
CRL vs SARO
-7.4%
+85.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -1.9% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | +10.7% | -20.0% | +30.6% | +21.7% |
| 3M | +55.3% | -2.9% | +58.2% | +55.2% |
| 6M | +60.7% | -17.7% | +78.3% | +74.3% |
| YTD | +44.6% | -13.5% | +58.1% | +53.0% |
| 1Y | +77.7% | -9.7% | +87.5% | +83.9% |
| All | +77.7% | -7.4% | +85.1% | +83.9% |
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