-50.8%
CELH vs FIX
+122.7%
-173.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.5% | -6.3% |
| 7D | -11.7% | +3.5% | -15.2% | -12.0% |
| 30D | +1.6% | -3.5% | +5.1% | +1.8% |
| 3M | -2.0% | -11.8% | +9.8% | -2.0% |
| 6M | -36.2% | +17.8% | -54.0% | -42.3% |
| YTD | -39.6% | +73.3% | -112.9% | -51.8% |
| All | -50.8% | +122.7% | -173.5% | -59.8% |
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