-40.1%
CELH vs FLEX
+281.5%
-321.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.0% |
| 7D | +0.8% | +7.5% | -6.6% | +0.1% |
| 30D | +19.3% | -25.3% | +44.6% | +21.7% |
| 3M | +12.6% | -39.7% | +52.3% | +16.9% |
| 6M | +16.4% | -47.9% | +64.2% | +21.1% |
| YTD | -29.1% | +24.1% | -53.2% | -40.3% |
| 1Y | -26.3% | +26.0% | -52.3% | -38.3% |
| 3Y | -40.1% | +282.7% | -322.8% | -60.4% |
| All | -40.1% | +281.5% | -321.6% | -60.4% |
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 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