-58.4%
CELH vs FFIV
+151.3%
-209.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.9% | -10.3% | -6.8% |
| 7D | -11.7% | +3.5% | -15.1% | -12.0% |
| 30D | +1.6% | -1.3% | +2.9% | +1.7% |
| 3M | -2.0% | +2.4% | -4.3% | -2.6% |
| 6M | -36.2% | +41.8% | -78.0% | -40.5% |
| YTD | -39.6% | +58.5% | -98.1% | -45.3% |
| 1Y | -50.7% | +24.3% | -75.0% | -52.7% |
| All | -58.4% | +151.3% | -209.7% | -68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling