-59.9%
CELH vs FLEX
+442.3%
-502.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.5% | -3.3% |
| 7D | -15.8% | +0.1% | -15.9% | -15.8% |
| 30D | -5.2% | -11.8% | +6.6% | -4.2% |
| 3M | -6.1% | -22.6% | +16.4% | -5.0% |
| 6M | -40.9% | +77.3% | -118.2% | -50.6% |
| YTD | -41.8% | +78.8% | -120.5% | -51.8% |
| 1Y | -52.6% | +86.1% | -138.7% | -61.1% |
| All | -59.9% | +442.3% | -502.2% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling