+339.0%
CIFR vs SARO
-21.9%
+360.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.0% | -7.7% | -7.9% |
| 7D | +11.3% | +0.6% | +10.7% | +11.0% |
| 30D | +3.5% | -14.5% | +18.0% | +17.1% |
| 3M | -26.6% | -5.3% | -21.3% | -23.7% |
| 6M | +18.1% | -15.3% | +33.4% | +31.9% |
| YTD | +14.5% | -15.6% | +30.0% | +30.7% |
| 1Y | +83.3% | -9.1% | +92.4% | +97.9% |
| All | +339.0% | -21.9% | +360.8% | +381.3% |
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