+3,650.7%
CELH vs FIVE
+483.6%
+3,167.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -2.8% |
| 7D | -15.8% | +0.6% | -16.3% | -16.0% |
| 30D | -5.2% | +3.0% | -8.2% | -6.3% |
| 3M | -6.1% | +23.2% | -29.3% | -13.5% |
| 6M | -40.9% | +9.2% | -50.0% | -43.5% |
| YTD | -41.8% | +28.1% | -69.9% | -47.8% |
| 1Y | -52.6% | +65.3% | -117.9% | -61.5% |
| 3Y | -60.4% | +49.4% | -109.8% | -69.5% |
| 5Y | -12.6% | +29.5% | -42.2% | -29.1% |
| All | +3,650.7% | +483.6% | +3,167.1% | +2,284.7% |
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