-8.1%
CELH vs FCEL
-90.8%
+82.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.9% | +2.3% | -2.9% |
| 7D | -15.8% | +6.3% | -22.0% | -16.7% |
| 30D | -5.2% | -18.8% | +13.6% | -3.6% |
| 3M | -6.1% | -3.8% | -2.3% | -10.3% |
| 6M | -40.9% | +121.1% | -162.0% | -53.4% |
| YTD | -41.8% | +113.3% | -155.0% | -54.5% |
| 1Y | -52.6% | +173.5% | -226.1% | -65.8% |
| 3Y | -60.4% | -63.9% | +3.5% | -62.7% |
| All | -8.1% | -90.8% | +82.6% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling