-48.4%
CELH vs FFIV
+33.5%
-81.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.5% |
| 7D | +9.9% | -9.8% | +19.7% | +8.6% |
| 30D | +11.7% | -28.1% | +39.8% | +8.0% |
| 3M | +4.1% | -20.0% | +24.1% | +3.4% |
| 6M | -8.4% | -0.1% | -8.3% | -8.0% |
| YTD | -32.8% | +29.2% | -61.9% | -31.9% |
| 1Y | -48.4% | +36.6% | -85.0% | -48.0% |
| All | -48.4% | +33.5% | -81.9% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling