+3,733.8%
CELH vs FDS
+64.8%
+3,669.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.9% |
| 7D | -11.2% | -14.0% | +2.8% | -4.0% |
| 30D | -1.4% | -6.2% | +4.8% | +1.7% |
| 3M | -4.2% | +10.2% | -14.3% | -9.5% |
| 6M | -40.5% | +27.4% | -67.9% | -49.3% |
| YTD | -40.5% | -9.3% | -31.2% | -39.8% |
| 1Y | -53.0% | -28.6% | -24.4% | -45.7% |
| 3Y | -59.1% | -36.8% | -22.2% | -50.5% |
| 5Y | -10.7% | -28.6% | +17.9% | +2.8% |
| All | +3,733.8% | +64.8% | +3,669.0% | +3,280.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling