-53.3%
CSGP vs SARO
-7.8%
-45.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.7% |
| 7D | +18.3% | +15.8% | +2.5% | +15.5% |
| 30D | +17.8% | +22.2% | -4.4% | +14.0% |
| 3M | +9.3% | -16.2% | +25.5% | +9.2% |
| 6M | -7.9% | +4.6% | -12.5% | -12.3% |
| YTD | -51.5% | -10.4% | -41.2% | -50.1% |
| 1Y | -53.3% | -6.5% | -46.8% | -52.2% |
| All | -53.3% | -7.8% | -45.5% | -52.2% |
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