-40.1%
CELH vs FFIV
+95.4%
-135.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.3% | +1.8% |
| 7D | +0.8% | -0.5% | +1.4% | +0.8% |
| 30D | +19.3% | -32.4% | +51.7% | +22.1% |
| 3M | +12.6% | -25.7% | +38.3% | +14.6% |
| 6M | +16.4% | -13.5% | +29.9% | +15.4% |
| YTD | -29.1% | +21.1% | -50.2% | -34.3% |
| 1Y | -26.3% | +29.4% | -55.8% | -32.8% |
| 3Y | -40.1% | +94.9% | -135.0% | -51.1% |
| All | -40.1% | +95.4% | -135.5% | -51.1% |
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