-0.1%
CTAS vs SARO
-22.5%
+22.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.3% |
| 7D | +0.5% | -3.1% | +3.6% | +1.0% |
| 30D | -0.7% | -12.2% | +11.5% | +1.2% |
| 3M | +11.1% | -7.4% | +18.4% | +11.7% |
| 6M | +2.1% | -15.3% | +17.4% | +4.0% |
| YTD | +8.0% | -16.2% | +24.1% | +9.7% |
| 1Y | -0.5% | -12.1% | +11.6% | -0.2% |
| All | -0.1% | -22.5% | +22.3% | +1.3% |
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 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