+130.0%
CELH vs FFIV
+926.6%
-796.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -7.0% | -1.0% | -6.1% | -6.9% |
| 30D | +5.2% | -5.1% | +10.2% | +6.0% |
| 3M | +10.5% | -4.5% | +14.9% | +11.0% |
| 6M | -32.7% | +36.5% | -69.2% | -38.8% |
| YTD | -33.0% | +53.0% | -85.9% | -41.2% |
| 1Y | -49.5% | +24.2% | -73.8% | -53.5% |
| 3Y | -52.6% | +137.2% | -189.9% | -63.8% |
| 5Y | +5.2% | +91.8% | -86.6% | -14.8% |
| 10Y | +4,178.1% | +215.2% | +3,963.0% | +2,980.7% |
| All | +130.0% | +926.6% | -796.7% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling