+4,171.0%
CELH vs FIVE
+505.3%
+3,665.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -2.9% |
| 7D | +6.2% | +2.4% | +3.7% | +5.2% |
| 30D | +14.2% | +15.8% | -1.7% | +7.8% |
| 3M | +15.5% | +3.8% | +11.7% | +13.4% |
| 6M | +7.7% | +18.5% | -10.8% | +0.1% |
| YTD | -30.3% | +31.2% | -61.5% | -38.3% |
| 1Y | -29.0% | +61.8% | -90.8% | -42.0% |
| 3Y | -44.5% | +39.9% | -84.4% | -56.1% |
| 5Y | +14.8% | +18.3% | -3.5% | -4.4% |
| All | +4,171.0% | +505.3% | +3,665.6% | +2,670.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling