+14.0%
CEG vs SARO
-21.1%
+35.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.7% |
| 7D | +6.7% | +1.1% | +5.6% | +6.1% |
| 30D | +11.0% | -16.2% | +27.1% | +20.6% |
| 3M | +19.5% | -1.3% | +20.8% | +17.9% |
| 6M | -5.9% | -15.2% | +9.4% | 0.0% |
| YTD | -15.0% | -14.7% | -0.3% | -10.9% |
| 1Y | +0.6% | -9.1% | +9.7% | +0.7% |
| All | +14.0% | -21.1% | +35.1% | +13.1% |
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