+143.1%
CELH vs FLEX
+744.6%
-601.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.7% |
| 7D | +0.8% | +7.5% | -6.6% | -1.2% |
| 30D | +19.3% | -25.3% | +44.6% | +26.4% |
| 3M | +12.6% | -39.7% | +52.3% | +24.9% |
| 6M | +16.4% | -47.9% | +64.2% | +30.6% |
| YTD | -29.1% | +24.1% | -53.2% | -40.5% |
| 1Y | -26.3% | +26.0% | -52.3% | -38.6% |
| 3Y | -40.1% | +282.7% | -322.8% | -65.3% |
| 5Y | +16.7% | +424.2% | -407.5% | -38.0% |
| 10Y | +4,466.2% | +613.8% | +3,852.4% | +2,003.1% |
| All | +143.1% | +744.6% | -601.5% | +25.2% |
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