+139.7%
CIFR vs SARO
-7.4%
+147.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.5% |
| 7D | +16.9% | -0.8% | +17.7% | +17.9% |
| 30D | -5.2% | -20.0% | +14.8% | +14.3% |
| 3M | -30.6% | -2.9% | -27.7% | -29.9% |
| 6M | +10.6% | -17.7% | +28.3% | +31.5% |
| YTD | +20.2% | -13.5% | +33.7% | +37.8% |
| 1Y | +139.7% | -9.7% | +149.4% | +157.0% |
| All | +139.7% | -7.4% | +147.1% | +157.0% |
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