+121.7%
CELH vs FHN
+6.5%
+115.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.4% |
| 7D | -3.8% | +2.7% | -6.4% | -4.2% |
| 30D | +6.4% | -3.1% | +9.5% | +7.0% |
| 3M | +5.6% | +2.3% | +3.2% | +5.2% |
| 6M | -31.1% | +9.7% | -40.9% | -32.2% |
| YTD | -35.4% | +4.7% | -40.1% | -36.0% |
| 1Y | -46.9% | +13.8% | -60.6% | -48.1% |
| 3Y | -56.0% | +131.6% | -187.6% | -62.3% |
| 5Y | +1.2% | +91.1% | -89.9% | -12.5% |
| 10Y | +4,043.9% | +126.6% | +3,917.3% | +3,255.1% |
| All | +121.7% | +6.5% | +115.2% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling