+53.8%
CSX vs SARO
-8.1%
+61.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +1.4% |
| 7D | +0.7% | +12.9% | -12.2% | -1.0% |
| 30D | +8.1% | +41.2% | -33.2% | +2.6% |
| 3M | +2.2% | +0.6% | +1.6% | +2.1% |
| 6M | +14.6% | +13.3% | +1.3% | +11.3% |
| YTD | +42.2% | -0.7% | +42.9% | +41.3% |
| 1Y | +47.3% | +3.4% | +43.9% | +45.0% |
| All | +53.8% | -8.1% | +61.9% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling