+147.8%
CELH vs FIX
+11,564.0%
-11,416.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.3% | -0.5% |
| 7D | +7.4% | +6.4% | +1.0% | +5.6% |
| 30D | +16.4% | -29.1% | +45.5% | +24.9% |
| 3M | +17.6% | -31.1% | +48.8% | +26.2% |
| 6M | +7.8% | -42.8% | +50.6% | +19.2% |
| YTD | -27.8% | +24.6% | -52.4% | -36.1% |
| 1Y | -24.4% | +21.9% | -46.4% | -32.9% |
| 3Y | -42.5% | +524.9% | -567.5% | -69.8% |
| 5Y | +1.4% | +1,092.2% | -1,090.8% | -55.8% |
| 10Y | +4,553.5% | +3,759.0% | +794.5% | +1,381.1% |
| All | +147.8% | +11,564.0% | -11,416.2% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling