+122.8%
CELH vs FGI
-70.0%
+192.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | +9.4% | -4.1% | +13.5% | +9.5% |
| 30D | +14.8% | -3.4% | +18.1% | +14.8% |
| 3M | +20.5% | +61.8% | -41.2% | +17.1% |
| 6M | +1.6% | +17.0% | -15.5% | -0.8% |
| YTD | -28.3% | +31.4% | -59.7% | -31.3% |
| 1Y | -26.4% | +42.7% | -69.1% | -30.2% |
| 3Y | -43.0% | -0.1% | -42.8% | -47.6% |
| All | +122.8% | -70.0% | +192.8% | +133.7% |
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