+0.7%
CELH vs FIVE
+20.4%
-19.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +9.4% | +7.3% | +2.1% | +6.0% |
| 30D | +14.8% | +18.1% | -3.3% | +6.6% |
| 3M | +20.5% | +7.7% | +12.8% | +16.2% |
| 6M | +1.6% | +13.6% | -12.0% | -4.9% |
| YTD | -28.3% | +34.6% | -62.9% | -38.4% |
| 1Y | -26.4% | +66.2% | -92.6% | -42.4% |
| 3Y | -43.0% | +43.5% | -86.4% | -53.5% |
| All | +0.7% | +20.4% | -19.7% | -4.8% |
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