-56.0%
CELH vs FIX
+784.8%
-840.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -3.9% |
| 7D | -3.8% | +6.1% | -9.8% | -4.6% |
| 30D | +6.4% | -2.7% | +9.1% | +6.6% |
| 3M | +5.6% | -10.9% | +16.5% | +6.1% |
| 6M | -31.1% | +29.0% | -60.1% | -36.4% |
| YTD | -35.4% | +76.9% | -112.3% | -44.2% |
| 1Y | -46.9% | +130.7% | -177.6% | -56.3% |
| 3Y | -56.0% | +790.7% | -846.7% | -72.9% |
| All | -56.0% | +784.8% | -840.9% | -72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling