+185.7%
CRS vs SARO
-23.7%
+209.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.1% | -0.7% |
| 7D | -4.1% | -4.0% | -0.1% | -1.6% |
| 30D | -16.6% | -16.1% | -0.4% | -6.8% |
| 3M | -14.3% | -4.5% | -9.7% | -12.0% |
| 6M | +11.6% | -17.0% | +28.6% | +24.0% |
| YTD | +42.6% | -17.5% | +60.1% | +58.0% |
| 1Y | +81.8% | -12.3% | +94.1% | +93.7% |
| All | +185.7% | -23.7% | +209.4% | +196.4% |
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