-48.4%
CELH vs FDX
+65.6%
-114.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +1.9% |
| 7D | +9.9% | +8.1% | +1.8% | +8.4% |
| 30D | +11.7% | +13.9% | -2.2% | +9.2% |
| 3M | +4.1% | +5.5% | -1.4% | +3.2% |
| 6M | -8.4% | +15.1% | -23.5% | -11.6% |
| YTD | -32.8% | +43.2% | -76.0% | -33.2% |
| 1Y | -48.4% | +65.0% | -113.4% | -45.7% |
| All | -48.4% | +65.6% | -114.0% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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