+3,733.8%
CELH vs FLEX
+1,128.1%
+2,605.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.2% | -5.0% | +0.1% |
| 7D | -11.2% | +5.7% | -16.9% | -12.8% |
| 30D | -1.4% | -7.0% | +5.6% | +0.1% |
| 3M | -4.2% | -23.8% | +19.7% | +1.2% |
| 6M | -40.5% | +82.6% | -123.1% | -56.7% |
| YTD | -40.5% | +91.6% | -132.1% | -58.0% |
| 1Y | -53.0% | +100.6% | -153.6% | -67.5% |
| 3Y | -59.1% | +479.8% | -538.8% | -82.9% |
| 5Y | -10.7% | +746.5% | -757.2% | -68.2% |
| All | +3,733.8% | +1,128.1% | +2,605.7% | +1,102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling