-5.4%
CELH vs FE
+46.0%
-51.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.3% |
| 7D | -11.7% | -0.2% | -11.5% | -11.6% |
| 30D | +1.6% | -1.2% | +2.8% | +2.1% |
| 3M | -2.0% | +1.7% | -3.6% | -2.6% |
| 6M | -36.2% | -7.5% | -28.7% | -34.3% |
| YTD | -39.6% | +6.3% | -45.9% | -41.0% |
| 1Y | -50.7% | +10.9% | -61.5% | -52.9% |
| 3Y | -58.9% | +46.9% | -105.8% | -65.7% |
| 5Y | -5.4% | +47.6% | -53.0% | -12.9% |
| All | -5.4% | +46.0% | -51.4% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling