+9.0%
CEG vs SARO
-23.7%
+32.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.6% |
| 7D | +0.3% | -4.0% | +4.3% | +2.3% |
| 30D | +2.9% | -16.1% | +19.0% | +11.8% |
| 3M | +18.2% | -4.5% | +22.7% | +18.6% |
| 6M | -9.5% | -17.0% | +7.5% | -3.0% |
| YTD | -18.7% | -17.5% | -1.2% | -13.4% |
| 1Y | -10.1% | -12.3% | +2.1% | -8.5% |
| All | +9.0% | -23.7% | +32.7% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling