-59.6%
CSGP vs SARO
-21.1%
-38.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.7% |
| 7D | -5.1% | +1.1% | -6.2% | -5.3% |
| 30D | +0.3% | -16.2% | +16.5% | +2.6% |
| 3M | -9.1% | -1.3% | -7.8% | -9.7% |
| 6M | -37.3% | -15.2% | -22.0% | -36.1% |
| YTD | -54.9% | -14.7% | -40.2% | -53.9% |
| 1Y | -65.5% | -9.1% | -56.5% | -65.2% |
| All | -59.6% | -21.1% | -38.5% | -60.6% |
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