+314.0%
CIFR vs SARO
-23.7%
+337.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.4% | -3.3% | -3.8% |
| 7D | -8.2% | -4.0% | -4.2% | -5.1% |
| 30D | -7.4% | -16.1% | +8.8% | +6.5% |
| 3M | -24.2% | -4.5% | -19.6% | -21.7% |
| 6M | +14.2% | -17.0% | +31.2% | +29.8% |
| YTD | +8.0% | -17.5% | +25.5% | +25.7% |
| 1Y | +55.5% | -12.3% | +67.8% | +72.7% |
| All | +314.0% | -23.7% | +337.7% | +363.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling