+6.6%
CDNS vs SARO
-21.9%
+28.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -7.2% | +0.6% | -7.8% | -7.4% |
| 30D | -14.3% | -14.5% | +0.3% | -10.5% |
| 3M | -27.2% | -5.3% | -21.9% | -26.4% |
| 6M | -4.5% | -15.3% | +10.8% | -1.1% |
| YTD | -9.0% | -15.6% | +6.6% | -6.0% |
| 1Y | -21.3% | -9.1% | -12.2% | -21.3% |
| All | +6.6% | -21.9% | +28.5% | -2.1% |
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 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