+3,650.7%
CELH vs FE
+114.8%
+3,535.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.7% | -3.7% |
| 7D | -15.8% | -1.7% | -14.1% | -15.1% |
| 30D | -5.2% | -1.3% | -3.9% | -4.7% |
| 3M | -6.1% | +0.6% | -6.7% | -6.4% |
| 6M | -40.9% | -6.8% | -34.0% | -39.0% |
| YTD | -41.8% | +6.4% | -48.2% | -43.4% |
| 1Y | -52.6% | +11.3% | -63.9% | -55.1% |
| 3Y | -60.4% | +47.1% | -107.4% | -67.4% |
| 5Y | -12.6% | +50.4% | -63.0% | -29.4% |
| All | +3,650.7% | +114.8% | +3,535.9% | +2,739.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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