+107.3%
CELH vs FCEL
-99.9%
+207.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.7% | +0.2% | -5.9% |
| 7D | -11.7% | +15.1% | -26.7% | -12.9% |
| 30D | +1.6% | -16.4% | +18.0% | +2.5% |
| 3M | -2.0% | -5.3% | +3.3% | -4.3% |
| 6M | -36.2% | +124.5% | -160.7% | -44.1% |
| YTD | -39.6% | +126.7% | -166.2% | -47.5% |
| 1Y | -50.7% | +219.9% | -270.6% | -59.2% |
| 3Y | -58.9% | -61.6% | +2.8% | -61.8% |
| 5Y | -5.4% | -90.5% | +85.1% | -2.8% |
| 10Y | +3,848.6% | -99.1% | +3,947.7% | +4,127.9% |
| All | +107.3% | -99.9% | +207.2% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling