+130.0%
CELH vs FE
+91.0%
+39.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -7.0% | +1.9% | -9.0% | -7.8% |
| 30D | +5.2% | -1.2% | +6.3% | +5.8% |
| 3M | +10.5% | +3.5% | +7.0% | +8.9% |
| 6M | -32.7% | -6.1% | -26.7% | -31.1% |
| YTD | -33.0% | +7.6% | -40.6% | -35.1% |
| 1Y | -49.5% | +11.9% | -61.5% | -52.1% |
| 3Y | -52.6% | +48.4% | -101.1% | -60.5% |
| 5Y | +5.2% | +44.8% | -39.6% | -12.0% |
| 10Y | +4,178.1% | +115.9% | +4,062.3% | +2,912.2% |
| All | +130.0% | +91.0% | +39.0% | +8.9% |
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 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