+28.9%
CPAY vs SARO
-22.5%
+51.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | -2.0% | -3.1% | +1.1% | -1.0% |
| 30D | -0.4% | -12.2% | +11.9% | +3.7% |
| 3M | +16.4% | -7.4% | +23.7% | +18.0% |
| 6M | +23.5% | -15.3% | +38.8% | +28.5% |
| YTD | +35.7% | -16.2% | +51.8% | +41.5% |
| 1Y | +30.2% | -12.1% | +42.3% | +32.3% |
| All | +28.9% | -22.5% | +51.4% | +30.1% |
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