+8.2%
CP vs SARO
-22.5%
+30.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -2.6% | -3.1% | +0.5% | -2.2% |
| 30D | -3.7% | -12.2% | +8.5% | -2.0% |
| 3M | +0.1% | -7.4% | +7.5% | +0.8% |
| 6M | +7.8% | -15.3% | +23.1% | +9.7% |
| YTD | +21.7% | -16.2% | +37.9% | +23.8% |
| 1Y | +18.6% | -12.1% | +30.7% | +19.3% |
| All | +8.2% | -22.5% | +30.7% | +1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling