+3,650.7%
CELH vs FFIV
+238.2%
+3,412.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.1% | -3.1% |
| 7D | -15.8% | +1.6% | -17.4% | -16.4% |
| 30D | -5.2% | -3.7% | -1.4% | -4.4% |
| 3M | -6.1% | +2.0% | -8.1% | -8.1% |
| 6M | -40.9% | +39.3% | -80.1% | -50.0% |
| YTD | -41.8% | +56.1% | -97.9% | -53.9% |
| 1Y | -52.6% | +22.0% | -74.6% | -58.4% |
| 3Y | -60.4% | +148.2% | -208.6% | -76.5% |
| 5Y | -12.6% | +96.3% | -109.0% | -42.0% |
| All | +3,650.7% | +238.2% | +3,412.6% | +2,046.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling