+70.7%
CIFR vs FCEL
-76.1%
+146.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.7% | -2.0% | -6.6% |
| 7D | +11.3% | +15.1% | -3.7% | +6.4% |
| 30D | +3.5% | -16.4% | +19.9% | +7.7% |
| 3M | -26.6% | -5.3% | -21.4% | -29.0% |
| 6M | +18.1% | +124.5% | -106.4% | -19.3% |
| YTD | +14.5% | +126.7% | -112.2% | -21.4% |
| 1Y | +83.3% | +219.9% | -136.6% | +10.4% |
| 3Y | +461.5% | -61.6% | +523.1% | +434.9% |
| 5Y | +29.3% | -90.5% | +119.8% | +72.0% |
| All | +70.7% | -76.1% | +146.8% | +128.3% |
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