+79.2%
CIFR vs FCEL
-78.4%
+157.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.5% |
| 7D | +16.9% | -15.8% | +32.8% | +22.5% |
| 30D | -5.2% | -29.3% | +24.1% | +4.2% |
| 3M | -30.6% | -30.1% | -0.4% | -26.8% |
| 6M | +10.6% | +74.4% | -63.8% | -17.9% |
| YTD | +20.2% | +104.5% | -84.3% | -14.5% |
| 1Y | +139.7% | +281.4% | -141.6% | +38.3% |
| 3Y | +489.4% | -66.1% | +555.5% | +484.7% |
| 5Y | +54.4% | -91.9% | +146.3% | +112.8% |
| All | +79.2% | -78.4% | +157.6% | +148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling