-27.8%
CIFR vs FCEL
-85.2%
+57.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | +2.6% |
| 7D | +28.8% | +14.8% | +14.0% | +23.6% |
| 30D | -36.9% | -33.9% | -3.1% | -26.9% |
| 3M | -60.0% | -52.7% | -7.3% | -49.6% |
| 6M | -64.4% | -40.0% | -24.3% | -61.0% |
| YTD | -51.6% | +40.2% | -91.8% | -60.9% |
| 1Y | -58.9% | +32.9% | -91.8% | -66.8% |
| 3Y | +139.9% | -66.8% | +206.8% | +146.1% |
| 5Y | -15.1% | -97.0% | +81.9% | +35.0% |
| All | -27.8% | -85.2% | +57.4% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling