+3,733.8%
CELH vs FHN
+128.3%
+3,605.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -11.2% | -1.2% | -10.0% | -10.9% |
| 30D | -1.4% | -4.8% | +3.3% | -0.1% |
| 3M | -4.2% | -0.7% | -3.4% | -3.9% |
| 6M | -40.5% | +10.6% | -51.1% | -42.2% |
| YTD | -40.5% | +4.6% | -45.1% | -41.4% |
| 1Y | -53.0% | +11.4% | -64.4% | -54.6% |
| 3Y | -59.1% | +132.3% | -191.3% | -68.9% |
| 5Y | -10.7% | +90.2% | -100.9% | -31.7% |
| All | +3,733.8% | +128.3% | +3,605.5% | +2,244.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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