+130.0%
CELH vs FDX
+348.0%
-218.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.8% |
| 7D | -7.0% | -2.5% | -4.5% | -6.3% |
| 30D | +5.2% | +3.8% | +1.4% | +3.8% |
| 3M | +10.5% | -1.3% | +11.8% | +10.4% |
| 6M | -32.7% | +5.0% | -37.7% | -34.3% |
| YTD | -33.0% | +39.6% | -72.6% | -40.4% |
| 1Y | -49.5% | +81.1% | -130.7% | -58.9% |
| 3Y | -52.6% | +63.0% | -115.7% | -61.5% |
| 5Y | +5.2% | +65.6% | -60.4% | -16.6% |
| 10Y | +4,178.1% | +183.4% | +3,994.8% | +2,620.7% |
| All | +130.0% | +348.0% | -218.0% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling