-49.5%
CELH vs FIVE
+66.7%
-116.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.1% | -4.8% |
| 7D | -7.0% | +4.3% | -11.3% | -8.5% |
| 30D | +5.2% | +12.5% | -7.3% | +1.1% |
| 3M | +10.5% | +31.2% | -20.8% | +1.0% |
| 6M | -32.7% | +14.4% | -47.1% | -36.4% |
| YTD | -33.0% | +33.9% | -66.9% | -40.1% |
| 1Y | -49.5% | +65.1% | -114.6% | -58.1% |
| All | -49.5% | +66.7% | -116.2% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling