+4,171.0%
CELH vs FE
+123.7%
+4,047.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +6.2% | -0.3% | +6.4% | +6.3% |
| 30D | +14.2% | +3.9% | +10.3% | +12.1% |
| 3M | +15.5% | -0.1% | +15.6% | +15.4% |
| 6M | +7.7% | +6.1% | +1.6% | +4.7% |
| YTD | -30.3% | +8.1% | -38.3% | -32.9% |
| 1Y | -29.0% | +4.4% | -33.4% | -30.7% |
| 3Y | -44.5% | +49.0% | -93.6% | -54.9% |
| 5Y | +14.8% | +46.1% | -31.3% | -6.7% |
| All | +4,171.0% | +123.7% | +4,047.3% | +2,989.5% |
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