+3,733.8%
CELH vs FCEL
-99.1%
+3,832.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.1% |
| 7D | -11.2% | +6.3% | -17.5% | -11.8% |
| 30D | -1.4% | -26.7% | +25.2% | +0.4% |
| 3M | -4.2% | -10.2% | +6.0% | -5.7% |
| 6M | -40.5% | +123.5% | -164.0% | -47.2% |
| YTD | -40.5% | +117.4% | -157.9% | -47.4% |
| 1Y | -53.0% | +146.0% | -199.0% | -59.4% |
| 3Y | -59.1% | -61.9% | +2.8% | -61.6% |
| 5Y | -10.7% | -90.5% | +79.8% | -8.4% |
| All | +3,733.8% | -99.1% | +3,832.9% | +4,372.6% |
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