+195.1%
CRWD vs SARO
-22.5%
+217.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.6% |
| 7D | -3.0% | -3.1% | +0.1% | -1.9% |
| 30D | -6.8% | -12.2% | +5.4% | -2.3% |
| 3M | +19.6% | -7.4% | +26.9% | +22.4% |
| 6M | +87.1% | -15.3% | +102.3% | +96.2% |
| YTD | +76.4% | -16.2% | +92.6% | +85.1% |
| 1Y | +90.8% | -12.1% | +102.9% | +94.9% |
| All | +195.1% | -22.5% | +217.5% | +174.4% |
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