+67.6%
CVE vs SARO
-6.5%
+74.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | +0.3% |
| 7D | -10.1% | +15.3% | -25.4% | -10.5% |
| 30D | -12.1% | +43.6% | -55.7% | -13.7% |
| 3M | -1.9% | -0.8% | -1.1% | -1.0% |
| 6M | -1.8% | +15.2% | -17.1% | -4.3% |
| YTD | +65.8% | +1.0% | +64.8% | +65.8% |
| 1Y | +60.8% | +7.9% | +52.9% | +57.2% |
| All | +67.6% | -6.5% | +74.1% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling