-42.9%
CELH vs FIX
+503.8%
-546.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.2% | +2.0% |
| 7D | +10.8% | -7.2% | +18.0% | +11.3% |
| 30D | +16.1% | -35.1% | +51.2% | +22.2% |
| 3M | +19.5% | -34.3% | +53.8% | +25.0% |
| 6M | +2.8% | -42.9% | +45.7% | +8.7% |
| YTD | -27.4% | +19.5% | -46.9% | -34.6% |
| 1Y | -20.1% | +16.8% | -36.8% | -27.7% |
| 3Y | -42.9% | +506.7% | -549.6% | -66.2% |
| All | -42.9% | +503.8% | -546.7% | -66.2% |
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 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