+34.6%
CP vs SARO
-7.8%
+42.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.3% |
| 7D | +5.6% | +15.8% | -10.2% | +3.9% |
| 30D | +10.0% | +22.2% | -12.2% | +7.6% |
| 3M | +4.4% | -16.2% | +20.6% | +6.0% |
| 6M | +14.1% | +4.6% | +9.5% | +11.7% |
| YTD | +29.1% | -10.4% | +39.4% | +29.2% |
| 1Y | +34.6% | -6.5% | +41.1% | +33.5% |
| All | +34.6% | -7.8% | +42.3% | +33.5% |
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