+74.2%
CRL vs SARO
-10.7%
+84.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.2% |
| 7D | -3.5% | -3.1% | -0.4% | -2.2% |
| 30D | -2.1% | -12.2% | +10.1% | +3.3% |
| 3M | +48.0% | -7.4% | +55.3% | +51.3% |
| 6M | +64.7% | -15.3% | +80.0% | +76.3% |
| YTD | +39.5% | -16.2% | +55.7% | +49.7% |
| 1Y | +74.2% | -12.1% | +86.3% | +82.3% |
| All | +74.2% | -10.7% | +84.9% | +82.3% |
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