+22,895.1%
CELH vs FIVE
+868.1%
+22,026.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.1% | -4.4% |
| 7D | -7.0% | +4.3% | -11.3% | -8.2% |
| 30D | +5.2% | +12.5% | -7.3% | +1.8% |
| 3M | +10.5% | +31.2% | -20.8% | +2.6% |
| 6M | -32.7% | +14.4% | -47.1% | -35.6% |
| YTD | -33.0% | +33.9% | -66.9% | -38.5% |
| 1Y | -49.5% | +65.1% | -114.6% | -56.3% |
| 3Y | -52.6% | +49.0% | -101.6% | -60.4% |
| 5Y | +5.2% | +30.3% | -25.1% | -9.8% |
| 10Y | +4,178.1% | +481.1% | +3,697.0% | +3,444.6% |
| All | +22,895.1% | +868.1% | +22,026.9% | +18,592.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling