+56.2%
CSX vs SARO
-7.3%
+63.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -0.3% | +11.8% | -12.1% | -1.9% |
| 30D | +8.7% | +44.3% | -35.7% | +2.8% |
| 3M | +4.2% | +1.9% | +2.3% | +3.9% |
| 6M | +16.7% | +7.2% | +9.4% | +14.7% |
| YTD | +44.5% | +0.2% | +44.3% | +43.4% |
| 1Y | +50.3% | +5.4% | +44.9% | +47.5% |
| All | +56.2% | -7.3% | +63.5% | +44.8% |
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 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