-52.3%
CELH vs FIGR
+5.9%
-58.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.5% |
| 7D | -11.7% | +14.9% | -26.5% | -12.4% |
| 30D | +1.6% | +32.3% | -30.7% | -0.2% |
| 3M | -2.0% | +34.8% | -36.7% | -3.7% |
| 6M | -36.2% | +16.8% | -53.0% | -37.2% |
| YTD | -39.6% | -6.7% | -32.9% | -40.0% |
| All | -52.3% | +5.9% | -58.2% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling