+3,733.8%
CELH vs FDX
+182.5%
+3,551.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.2% |
| 7D | -11.2% | -3.3% | -8.0% | -10.1% |
| 30D | -1.4% | -4.5% | +3.1% | +0.4% |
| 3M | -4.2% | -7.3% | +3.2% | -1.7% |
| 6M | -40.5% | +7.5% | -48.0% | -42.7% |
| YTD | -40.5% | +35.1% | -75.6% | -47.7% |
| 1Y | -53.0% | +71.4% | -124.4% | -62.5% |
| 3Y | -59.1% | +60.8% | -119.9% | -68.1% |
| 5Y | -10.7% | +65.5% | -76.2% | -33.5% |
| All | +3,733.8% | +182.5% | +3,551.3% | +2,079.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling