+68.1%
CVE vs SARO
-8.1%
+76.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.3% |
| 7D | -10.0% | +12.9% | -22.9% | -10.4% |
| 30D | -11.9% | +41.2% | -53.1% | -13.4% |
| 3M | -5.9% | +0.6% | -6.5% | -5.3% |
| 6M | -1.6% | +13.3% | -14.9% | -4.0% |
| YTD | +66.3% | -0.7% | +66.9% | +66.4% |
| 1Y | +57.5% | +3.4% | +54.1% | +55.4% |
| All | +68.1% | -8.1% | +76.2% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling