+3,733.8%
CELH vs FITB
+290.8%
+3,443.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -11.2% | -0.3% | -10.9% | -11.1% |
| 30D | -1.4% | -5.7% | +4.2% | +0.6% |
| 3M | -4.2% | +3.2% | -7.3% | -5.3% |
| 6M | -40.5% | +23.4% | -63.9% | -45.2% |
| YTD | -40.5% | +18.8% | -59.3% | -44.6% |
| 1Y | -53.0% | +25.0% | -78.0% | -57.1% |
| 3Y | -59.1% | +131.2% | -190.3% | -70.9% |
| 5Y | -10.7% | +70.7% | -81.4% | -29.5% |
| All | +3,733.8% | +290.8% | +3,443.0% | +2,385.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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