+102.3%
CVE vs SARO
-21.9%
+124.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | +13.2% | -14.5% | +27.7% | +14.6% |
| 3M | +21.7% | -5.3% | +27.0% | +20.5% |
| 6M | +48.4% | -15.3% | +63.7% | +49.8% |
| YTD | +100.1% | -15.6% | +115.7% | +101.3% |
| 1Y | +107.8% | -9.1% | +116.9% | +103.1% |
| All | +102.3% | -21.9% | +124.1% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling