+130.0%
CELH vs FLEX
+1,133.6%
-1,003.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.4% |
| 7D | -7.0% | -0.9% | -6.1% | -6.8% |
| 30D | +5.2% | -10.1% | +15.3% | +7.5% |
| 3M | +10.5% | -31.3% | +41.8% | +18.7% |
| 6M | -32.7% | +71.3% | -104.0% | -46.3% |
| YTD | -33.0% | +81.2% | -114.2% | -47.8% |
| 1Y | -49.5% | +98.5% | -148.0% | -61.8% |
| 3Y | -52.6% | +428.2% | -480.9% | -74.2% |
| 5Y | +5.2% | +657.3% | -652.1% | -48.1% |
| 10Y | +4,178.1% | +995.9% | +3,182.2% | +1,706.9% |
| All | +130.0% | +1,133.6% | -1,003.7% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling