+45.5%
CRL vs SARO
-21.1%
+66.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.2% |
| 7D | -0.6% | +1.1% | -1.6% | -1.0% |
| 30D | +5.0% | -16.2% | +21.1% | +12.1% |
| 3M | +50.6% | -1.3% | +51.9% | +50.2% |
| 6M | +60.9% | -15.2% | +76.2% | +69.9% |
| YTD | +40.7% | -14.7% | +55.4% | +48.2% |
| 1Y | +73.3% | -9.1% | +82.4% | +77.9% |
| All | +45.5% | -21.1% | +66.6% | +50.8% |
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