-59.1%
CELH vs FLR
+54.2%
-113.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.9% |
| 7D | -11.2% | -3.5% | -7.7% | -10.4% |
| 30D | -1.4% | +4.2% | -5.6% | -2.6% |
| 3M | -4.2% | +8.1% | -12.2% | -6.3% |
| 6M | -40.5% | +21.5% | -62.0% | -44.0% |
| YTD | -40.5% | +36.8% | -77.3% | -45.7% |
| 1Y | -53.0% | +31.2% | -84.2% | -56.6% |
| 3Y | -59.1% | +53.9% | -112.9% | -68.6% |
| All | -59.1% | +54.2% | -113.2% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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