-52.6%
CELH vs FFIV
+22.0%
-74.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.1% | -3.9% |
| 7D | -15.8% | +1.6% | -17.4% | -15.5% |
| 30D | -5.2% | -3.7% | -1.4% | -5.3% |
| 3M | -6.1% | +2.0% | -8.1% | -5.9% |
| 6M | -40.9% | +39.3% | -80.1% | -40.6% |
| YTD | -41.8% | +56.1% | -97.9% | -41.4% |
| 1Y | -52.6% | +22.0% | -74.6% | -51.4% |
| All | -52.6% | +22.0% | -74.6% | -51.4% |
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 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