-48.4%
CELH vs FCUV
-98.1%
+49.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.5% | +10.1% | +2.6% |
| 7D | +9.9% | -8.6% | +18.5% | +9.9% |
| 30D | +11.7% | -25.9% | +37.7% | +11.8% |
| 3M | +4.1% | -69.8% | +73.9% | +4.3% |
| 6M | -8.4% | -31.6% | +23.2% | -7.1% |
| YTD | -32.8% | -90.1% | +57.4% | -29.4% |
| 1Y | -48.4% | -98.0% | +49.6% | -44.5% |
| All | -48.4% | -98.1% | +49.7% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling