+4,242.0%
CELH vs FIX
+3,564.5%
+677.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +2.1% |
| 7D | +0.8% | +9.4% | -8.6% | -1.8% |
| 30D | +19.3% | -27.8% | +47.1% | +28.9% |
| 3M | +12.6% | -35.6% | +48.2% | +24.7% |
| 6M | +16.4% | -45.2% | +61.6% | +32.6% |
| YTD | -29.1% | +19.5% | -48.6% | -39.1% |
| 1Y | -26.3% | +24.2% | -50.6% | -37.7% |
| 3Y | -40.1% | +494.2% | -534.3% | -75.1% |
| 5Y | +16.7% | +1,036.1% | -1,019.4% | -64.1% |
| All | +4,242.0% | +3,564.5% | +677.4% | +833.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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