+98.8%
CVE vs SARO
-7.4%
+106.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.2% |
| 7D | +2.5% | -0.8% | +3.3% | +2.4% |
| 30D | +16.7% | -20.0% | +36.7% | +11.7% |
| 3M | +9.3% | -2.9% | +12.2% | +7.7% |
| 6M | +43.6% | -17.7% | +61.3% | +43.9% |
| YTD | +93.6% | -13.5% | +107.1% | +91.9% |
| 1Y | +98.8% | -9.7% | +108.5% | +96.8% |
| All | +98.8% | -7.4% | +106.1% | +96.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling