-10.2%
CRM vs SARO
-22.5%
+12.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.7% |
| 7D | -4.4% | -3.1% | -1.3% | -4.0% |
| 30D | +28.1% | -12.2% | +40.4% | +30.5% |
| 3M | +48.8% | -7.4% | +56.2% | +49.7% |
| 6M | +28.3% | -15.3% | +43.5% | +30.8% |
| YTD | -6.0% | -16.2% | +10.2% | -4.1% |
| 1Y | +1.4% | -12.1% | +13.5% | +1.8% |
| All | -10.2% | -22.5% | +12.2% | -10.5% |
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 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