-53.0%
CELH vs FIGR
-3.1%
-49.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.9% | +2.5% |
| 7D | -11.2% | -3.0% | -8.2% | -11.1% |
| 30D | -1.4% | +13.7% | -15.1% | -2.3% |
| 3M | -4.2% | +23.9% | -28.0% | -5.4% |
| 6M | -40.5% | -8.4% | -32.0% | -40.7% |
| YTD | -40.5% | -14.6% | -25.9% | -40.6% |
| 1Y | -53.0% | +12.1% | -65.1% | -51.5% |
| All | -53.0% | -3.1% | -49.9% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 5y: compounded portfolio wealth divided by compounded FIGR 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…
5y analysis · Full analysis span regression · 6 months rolling