-59.3%
CSGP vs SARO
-10.9%
-48.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +9.2% | -13.9% | -6.1% |
| 7D | +1.3% | +18.2% | -16.9% | -1.5% |
| 30D | +10.7% | +36.4% | -25.8% | +5.3% |
| 3M | +3.3% | -7.9% | +11.2% | +3.4% |
| 6M | -10.3% | +5.2% | -15.5% | -12.5% |
| YTD | -54.6% | -3.7% | -50.9% | -54.7% |
| 1Y | -54.6% | +2.9% | -57.6% | -55.3% |
| All | -59.3% | -10.9% | -48.5% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling