+64.7%
CVE vs SARO
+4.6%
+60.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +0.5% |
| 7D | +4.6% | +8.9% | -4.3% | +7.4% |
| 30D | -12.0% | +38.6% | -50.6% | -3.1% |
| 3M | -3.8% | +0.6% | -4.4% | -2.9% |
| 6M | -2.7% | +2.9% | -5.6% | -1.2% |
| YTD | +73.6% | -3.9% | +77.5% | +77.3% |
| All | +64.7% | +4.6% | +60.2% | +66.6% |
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