+116.6%
CELH vs FGI
-66.3%
+182.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.2% | -9.7% | -3.6% |
| 7D | +6.2% | +13.5% | -7.3% | +5.9% |
| 30D | +14.2% | +17.1% | -2.9% | +13.7% |
| 3M | +15.5% | +78.0% | -62.6% | +12.0% |
| 6M | +7.7% | +46.4% | -38.7% | +4.6% |
| YTD | -30.3% | +47.7% | -78.0% | -33.4% |
| 1Y | -29.0% | +56.8% | -85.8% | -32.8% |
| 3Y | -44.5% | +12.3% | -56.8% | -49.2% |
| All | +116.6% | -66.3% | +182.9% | +126.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling