+63.8%
CGNX vs SARO
-22.5%
+86.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +3.3% |
| 7D | +3.2% | -3.1% | +6.3% | +4.7% |
| 30D | +6.0% | -12.2% | +18.2% | +12.7% |
| 3M | +3.5% | -7.4% | +10.9% | +7.8% |
| 6M | +26.3% | -15.3% | +41.6% | +35.4% |
| YTD | +79.2% | -16.2% | +95.4% | +92.5% |
| 1Y | +43.8% | -12.1% | +55.9% | +51.0% |
| All | +63.8% | -22.5% | +86.2% | +61.0% |
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 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