-26.4%
CELH vs FIX
+13.3%
-39.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +9.4% | -13.9% | +23.4% | +9.4% |
| 30D | +14.8% | -35.5% | +50.3% | +16.4% |
| 3M | +20.5% | -33.9% | +54.5% | +21.8% |
| 6M | +1.6% | -43.3% | +44.9% | +3.2% |
| YTD | -28.3% | +18.7% | -47.0% | -43.3% |
| 1Y | -26.4% | +13.8% | -40.2% | -41.2% |
| All | -26.4% | +13.3% | -39.7% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling