+30.2%
CPAY vs SARO
-10.7%
+40.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -2.0% | -3.1% | +1.1% | -1.5% |
| 30D | -0.4% | -12.2% | +11.9% | +1.5% |
| 3M | +16.4% | -7.4% | +23.7% | +17.0% |
| 6M | +23.5% | -15.3% | +38.8% | +26.7% |
| YTD | +35.7% | -16.2% | +51.8% | +40.2% |
| 1Y | +30.2% | -12.1% | +42.3% | +31.8% |
| All | +30.2% | -10.7% | +40.8% | +31.8% |
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