+98.3%
CRS vs SARO
-7.4%
+105.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | -0.2% | -0.8% | +0.6% | +0.2% |
| 30D | -16.6% | -20.0% | +3.4% | -4.5% |
| 3M | -3.5% | -2.9% | -0.6% | -2.2% |
| 6M | +15.4% | -17.7% | +33.1% | +27.9% |
| YTD | +51.2% | -13.5% | +64.7% | +60.4% |
| 1Y | +98.3% | -9.7% | +108.0% | +109.0% |
| All | +98.3% | -7.4% | +105.7% | +109.0% |
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