-16.5%
CELH vs FLNC
-70.4%
+53.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.8% |
| 7D | -11.2% | -4.1% | -7.2% | -10.7% |
| 30D | -1.4% | -24.8% | +23.3% | +2.9% |
| 3M | -4.2% | -59.1% | +54.9% | +9.3% |
| 6M | -40.5% | -42.0% | +1.5% | -40.2% |
| YTD | -40.5% | -49.8% | +9.3% | -40.3% |
| 1Y | -53.0% | +43.1% | -96.1% | -64.7% |
| 3Y | -59.1% | -61.0% | +1.9% | -64.4% |
| All | -16.5% | -70.4% | +53.9% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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