-59.9%
CELH vs FCEL
-63.4%
+3.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.9% | +2.3% | -3.3% |
| 7D | -15.8% | +6.3% | -22.0% | -16.1% |
| 30D | -5.2% | -18.8% | +13.6% | -4.5% |
| 3M | -6.1% | -3.8% | -2.3% | -7.9% |
| 6M | -40.9% | +121.1% | -162.0% | -46.6% |
| YTD | -41.8% | +113.3% | -155.0% | -47.5% |
| 1Y | -52.6% | +173.5% | -226.1% | -58.5% |
| All | -59.9% | -63.4% | +3.5% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling