+87.7%
CELH vs FGI
-69.1%
+156.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.4% | -8.9% | -6.5% |
| 7D | -11.7% | +14.7% | -26.4% | -12.0% |
| 30D | +1.6% | +67.0% | -65.4% | -1.2% |
| 3M | -2.0% | +31.0% | -33.0% | -4.3% |
| 6M | -36.2% | +126.8% | -163.0% | -39.8% |
| YTD | -39.6% | +35.6% | -75.2% | -42.1% |
| 1Y | -50.7% | +108.9% | -159.6% | -55.1% |
| 3Y | -58.9% | -0.3% | -58.6% | -62.1% |
| All | +87.7% | -69.1% | +156.8% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FGI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling