+76.6%
CVE vs SARO
-10.5%
+87.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.6% |
| 7D | +5.9% | +0.4% | +5.6% | +5.9% |
| 30D | -10.9% | +40.3% | -51.2% | -12.5% |
| 3M | -4.5% | +2.2% | -6.8% | -4.1% |
| 6M | -1.0% | +3.7% | -4.7% | -2.0% |
| YTD | +74.7% | -3.3% | +78.1% | +75.0% |
| 1Y | +65.8% | +8.4% | +57.4% | +59.7% |
| All | +76.6% | -10.5% | +87.2% | +57.1% |
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