-5.4%
CELH vs FIVE
+35.6%
-41.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.7% | -3.8% | -5.3% |
| 7D | -11.7% | +1.7% | -13.3% | -12.4% |
| 30D | +1.6% | +5.0% | -3.4% | -0.7% |
| 3M | -2.0% | +29.5% | -31.4% | -12.5% |
| 6M | -36.2% | +12.4% | -48.6% | -40.3% |
| YTD | -39.6% | +31.2% | -70.8% | -47.2% |
| 1Y | -50.7% | +72.9% | -123.5% | -62.0% |
| 3Y | -58.9% | +53.0% | -111.9% | -68.4% |
| 5Y | -5.4% | +34.2% | -39.5% | -16.9% |
| All | -5.4% | +35.6% | -41.0% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling