+139.2%
CELH vs FE
+91.8%
+47.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.3% |
| 3M | +15.5% | -0.1% | +15.6% | +15.4% |
| 6M | +7.7% | +6.1% | +1.6% | +5.0% |
| YTD | -30.3% | +8.1% | -38.3% | -32.6% |
| 1Y | -29.0% | +4.4% | -33.4% | -30.5% |
| 3Y | -44.5% | +49.0% | -93.6% | -53.7% |
| 5Y | +14.8% | +46.1% | -31.3% | -4.2% |
| 10Y | +4,391.5% | +122.6% | +4,269.0% | +3,037.0% |
| All | +139.2% | +91.8% | +47.4% | +13.0% |
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