-54.0%
CELH vs FDX
+76.3%
-130.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.8% |
| 7D | -15.8% | -3.9% | -11.9% | -15.2% |
| 30D | -5.2% | -3.3% | -1.9% | -4.6% |
| 3M | -6.1% | -2.0% | -4.2% | -5.9% |
| 6M | -40.9% | +8.0% | -48.9% | -43.0% |
| YTD | -41.8% | +35.0% | -76.8% | -44.0% |
| All | -54.0% | +76.3% | -130.3% | -56.6% |
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