+98.6%
CVNA vs SARO
-23.7%
+122.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -2.7% |
| 7D | -4.3% | -4.0% | -0.3% | -1.6% |
| 30D | -2.4% | -16.1% | +13.7% | +9.6% |
| 3M | +4.5% | -4.5% | +9.0% | +5.4% |
| 6M | +10.2% | -17.0% | +27.3% | +22.7% |
| YTD | -16.7% | -17.5% | +0.8% | -6.4% |
| 1Y | -3.8% | -12.3% | +8.5% | +2.7% |
| All | +98.6% | -23.7% | +122.3% | +102.0% |
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