+121.7%
CELH vs FDS
+526.8%
-405.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -1.8% |
| 7D | -3.8% | -5.4% | +1.6% | -1.5% |
| 30D | +6.4% | +1.6% | +4.9% | +5.6% |
| 3M | +5.6% | +17.7% | -12.2% | -1.9% |
| 6M | -31.1% | +29.1% | -60.2% | -39.5% |
| YTD | -35.4% | +1.0% | -36.3% | -37.7% |
| 1Y | -46.9% | -21.6% | -25.2% | -43.3% |
| 3Y | -56.0% | -30.1% | -25.9% | -51.4% |
| 5Y | +1.2% | -20.7% | +22.0% | +8.6% |
| 10Y | +4,043.9% | +78.3% | +3,965.6% | +3,237.7% |
| All | +121.7% | +526.8% | -405.1% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling