-59.1%
CELH vs FCUV
-99.2%
+40.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.0% | +2.2% |
| 7D | -11.2% | -66.5% | +55.3% | -10.9% |
| 30D | -1.4% | +5.0% | -6.4% | -1.6% |
| 3M | -4.2% | +63.8% | -67.9% | -5.9% |
| 6M | -40.5% | -67.8% | +27.4% | -39.9% |
| YTD | -40.5% | -82.4% | +41.9% | -39.4% |
| 1Y | -53.0% | -94.7% | +41.7% | -51.2% |
| 3Y | -59.1% | -99.3% | +40.2% | -61.5% |
| All | -59.1% | -99.2% | +40.2% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling