-58.8%
CSGP vs SARO
-10.5%
-48.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.2% | +2.8% |
| 7D | +1.3% | +0.4% | +1.0% | +1.3% |
| 30D | +2.8% | +40.3% | -37.5% | -2.6% |
| 3M | -6.3% | +2.2% | -8.6% | -7.5% |
| 6M | -3.2% | +3.7% | -6.9% | -5.2% |
| YTD | -54.0% | -3.3% | -50.6% | -54.1% |
| 1Y | -54.8% | +8.4% | -63.2% | -55.9% |
| All | -58.8% | -10.5% | -48.2% | -60.8% |
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