-37.5%
CPNG vs SARO
-22.5%
-15.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +2.7% |
| 7D | -1.1% | -3.1% | +2.0% | -0.4% |
| 30D | -7.4% | -12.2% | +4.9% | -4.8% |
| 3M | -12.3% | -7.4% | -5.0% | -11.3% |
| 6M | -19.4% | -15.3% | -4.2% | -17.2% |
| YTD | -35.9% | -16.2% | -19.7% | -34.0% |
| 1Y | -53.4% | -12.1% | -41.3% | -52.7% |
| All | -37.5% | -22.5% | -15.0% | -40.4% |
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