-31.9%
CEG vs SARO
-7.8%
-24.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -7.2% |
| 7D | -4.8% | +15.8% | -20.5% | -8.4% |
| 30D | -8.2% | +22.2% | -30.4% | -12.9% |
| 3M | -7.9% | -16.2% | +8.3% | -2.7% |
| 6M | -23.2% | +4.6% | -27.8% | -25.7% |
| YTD | -30.1% | -10.4% | -19.8% | -30.5% |
| 1Y | -31.9% | -6.5% | -25.4% | -34.4% |
| All | -31.9% | -7.8% | -24.1% | -34.4% |
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 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