-48.4%
CELH vs FLEX
+23.4%
-71.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -12.3% | +14.9% | +2.3% |
| 7D | +9.9% | -17.0% | +26.9% | +9.6% |
| 30D | +11.7% | -33.8% | +45.6% | +11.3% |
| 3M | +4.1% | -39.0% | +43.1% | +3.7% |
| 6M | -8.4% | -15.9% | +7.5% | -14.1% |
| YTD | -32.8% | +27.8% | -60.6% | -45.8% |
| 1Y | -48.4% | +25.0% | -73.3% | -58.4% |
| All | -48.4% | +23.4% | -71.8% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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