+24,500.1%
CELH vs FIVE
+873.2%
+23,626.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +9.4% | +7.3% | +2.1% | +7.3% |
| 30D | +14.8% | +18.1% | -3.3% | +9.7% |
| 3M | +20.5% | +7.7% | +12.8% | +17.9% |
| 6M | +1.6% | +13.6% | -12.0% | -2.3% |
| YTD | -28.3% | +34.6% | -62.9% | -34.4% |
| 1Y | -26.4% | +66.2% | -92.6% | -36.3% |
| 3Y | -43.0% | +43.5% | -86.4% | -51.8% |
| 5Y | +4.8% | +20.7% | -15.9% | -9.2% |
| 10Y | +4,820.0% | +541.5% | +4,278.5% | +4,001.8% |
| All | +24,500.1% | +873.2% | +23,626.9% | +19,841.0% |
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