+122.5%
CRWV vs SARO
-14.2%
+136.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -1.7% |
| 7D | -0.4% | -3.1% | +2.7% | +2.5% |
| 30D | -17.4% | -12.2% | -5.2% | -7.0% |
| 3M | -7.1% | -7.4% | +0.3% | -2.2% |
| 6M | +8.6% | -15.3% | +23.8% | +22.1% |
| YTD | +24.3% | -16.2% | +40.4% | +44.9% |
| 1Y | -21.0% | -12.1% | -8.9% | -12.8% |
| All | +122.5% | -14.2% | +136.7% | +143.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling