+121.7%
CELH vs FITB
+150.6%
-28.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.5% |
| 7D | -3.8% | +2.8% | -6.6% | -4.3% |
| 30D | +6.4% | -4.5% | +11.0% | +7.3% |
| 3M | +5.6% | +5.7% | -0.1% | +4.5% |
| 6M | -31.1% | +17.1% | -48.2% | -33.3% |
| YTD | -35.4% | +18.3% | -53.7% | -37.6% |
| 1Y | -46.9% | +23.9% | -70.8% | -49.1% |
| 3Y | -56.0% | +131.1% | -187.1% | -62.7% |
| 5Y | +1.2% | +71.1% | -69.9% | -9.6% |
| 10Y | +4,043.9% | +283.9% | +3,760.0% | +3,087.2% |
| All | +121.7% | +150.6% | -28.9% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling