+45.6%
CSX vs SARO
-21.9%
+67.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -0.6% | +0.6% | -1.2% | -0.7% |
| 30D | -3.2% | -14.5% | +11.3% | -0.9% |
| 3M | +2.6% | -5.3% | +7.9% | +3.0% |
| 6M | +19.8% | -15.3% | +35.1% | +22.1% |
| YTD | +34.7% | -15.6% | +50.2% | +37.1% |
| 1Y | +52.1% | -9.1% | +61.2% | +52.2% |
| All | +45.6% | -21.9% | +67.5% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling