-26.3%
CELH vs FIX
+15.7%
-42.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +1.7% |
| 7D | +0.8% | +9.4% | -8.6% | +0.5% |
| 30D | +19.3% | -27.8% | +47.1% | +20.0% |
| 3M | +12.6% | -35.6% | +48.2% | +13.9% |
| 6M | +16.4% | -45.2% | +61.6% | +19.1% |
| YTD | -29.1% | +19.5% | -48.6% | -44.0% |
| 1Y | -26.3% | +24.2% | -50.6% | -42.2% |
| All | -26.3% | +15.7% | -42.1% | -42.2% |
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