-59.1%
CELH vs FANG
+45.3%
-104.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -11.2% | +2.9% | -14.1% | -11.2% |
| 30D | -1.4% | +2.6% | -4.1% | -1.5% |
| 3M | -4.2% | +7.6% | -11.7% | -4.1% |
| 6M | -40.5% | +17.3% | -57.8% | -41.2% |
| YTD | -40.5% | +38.7% | -79.2% | -42.7% |
| 1Y | -53.0% | +51.6% | -104.6% | -55.6% |
| 3Y | -59.1% | +50.0% | -109.0% | -64.1% |
| All | -59.1% | +45.3% | -104.3% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling