-71.1%
CIFR vs FCEL
+32.6%
-103.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -6.0% | -14.0% | -17.7% |
| 7D | -26.7% | -14.9% | -11.9% | -21.4% |
| 30D | -58.0% | -41.7% | -16.3% | -48.4% |
| 3M | -68.1% | -53.2% | -15.0% | -58.5% |
| 6M | -63.7% | -19.0% | -44.6% | -64.2% |
| YTD | -56.0% | +44.2% | -100.1% | -68.4% |
| 1Y | -71.1% | +42.4% | -113.6% | -80.4% |
| All | -71.1% | +32.6% | -103.7% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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