+143.1%
CELH vs FE
+93.8%
+49.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +0.8% | +1.2% | -0.4% | +0.3% |
| 30D | +19.3% | +4.5% | +14.8% | +17.1% |
| 3M | +12.6% | +1.3% | +11.3% | +12.0% |
| 6M | +16.4% | +8.7% | +7.7% | +12.3% |
| YTD | -29.1% | +9.2% | -38.3% | -31.8% |
| 1Y | -26.3% | +7.0% | -33.3% | -28.7% |
| 3Y | -40.1% | +51.4% | -91.5% | -50.4% |
| 5Y | +16.7% | +47.7% | -31.0% | -3.0% |
| 10Y | +4,466.2% | +125.0% | +4,341.2% | +3,075.2% |
| All | +143.1% | +93.8% | +49.3% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling