+1.2%
CELH vs FIX
+2,166.5%
-2,165.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -4.2% |
| 7D | -3.8% | +6.1% | -9.8% | -5.3% |
| 30D | +6.4% | -2.7% | +9.1% | +6.7% |
| 3M | +5.6% | -10.9% | +16.5% | +6.6% |
| 6M | -31.1% | +29.0% | -60.1% | -39.3% |
| YTD | -35.4% | +76.9% | -112.3% | -49.0% |
| 1Y | -46.9% | +130.7% | -177.6% | -61.9% |
| 3Y | -56.0% | +790.7% | -846.7% | -85.6% |
| 5Y | +1.2% | +2,185.6% | -2,184.3% | -82.4% |
| All | +1.2% | +2,166.5% | -2,165.2% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling