-49.9%
CELH vs FANG
+32.1%
-82.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -3.1% |
| 7D | +6.7% | -13.0% | +19.7% | +0.1% |
| 30D | +10.1% | -2.9% | +13.0% | +9.1% |
| 3M | +3.1% | -3.0% | +6.1% | +3.1% |
| 6M | -10.4% | -11.9% | +1.6% | -11.8% |
| YTD | -34.3% | +21.5% | -55.8% | -25.7% |
| 1Y | -49.9% | +34.0% | -83.8% | -38.3% |
| All | -49.9% | +32.1% | -82.0% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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