+18.0%
CGNX vs SARO
-6.5%
+24.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.6% | -8.9% | -9.8% |
| 7D | -19.5% | +6.3% | -25.8% | -21.7% |
| 30D | -28.4% | +20.8% | -49.2% | -34.6% |
| 3M | -32.7% | -18.4% | -14.3% | -25.2% |
| 6M | -19.0% | +0.8% | -19.8% | -19.0% |
| YTD | +32.6% | -11.8% | +44.4% | +39.1% |
| 1Y | +18.0% | -7.3% | +25.3% | +20.6% |
| All | +18.0% | -6.5% | +24.6% | +20.6% |
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