+337.7%
CIFR vs SARO
-22.5%
+360.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +4.4% |
| 7D | -5.0% | -3.1% | -1.9% | -2.5% |
| 30D | -5.7% | -12.2% | +6.5% | +4.8% |
| 3M | -25.5% | -7.4% | -18.2% | -21.3% |
| 6M | +19.4% | -15.3% | +34.7% | +33.4% |
| YTD | +14.2% | -16.2% | +30.3% | +31.2% |
| 1Y | +69.0% | -12.1% | +81.1% | +87.3% |
| All | +337.7% | -22.5% | +360.1% | +383.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling