+44.3%
CRL vs SARO
-22.5%
+66.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.3% |
| 7D | -3.5% | -3.1% | -0.4% | -2.4% |
| 30D | -2.1% | -12.2% | +10.1% | +2.7% |
| 3M | +48.0% | -7.4% | +55.3% | +51.4% |
| 6M | +64.7% | -15.3% | +80.0% | +74.0% |
| YTD | +39.5% | -16.2% | +55.7% | +47.9% |
| 1Y | +74.2% | -12.1% | +86.3% | +81.0% |
| All | +44.3% | -22.5% | +66.7% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling