-48.4%
CELH vs FDS
+31.1%
-79.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +1.8% |
| 7D | +9.9% | +9.4% | +0.5% | +7.4% |
| 30D | +11.7% | +23.8% | -12.0% | +5.7% |
| 3M | +4.1% | +25.1% | -21.0% | -1.7% |
| 6M | -8.4% | +53.8% | -62.2% | -17.8% |
| YTD | -32.8% | +19.6% | -52.3% | -39.9% |
| 1Y | -48.4% | +31.6% | -80.0% | -58.7% |
| All | -48.4% | +31.1% | -79.5% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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