+107.3%
CELH vs FLR
+68.8%
+38.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.2% | -3.3% | -5.8% |
| 7D | -11.7% | -3.1% | -8.5% | -11.0% |
| 30D | +1.6% | +4.9% | -3.4% | +0.4% |
| 3M | -2.0% | +10.8% | -12.8% | -4.4% |
| 6M | -36.2% | +19.7% | -55.8% | -39.3% |
| YTD | -39.6% | +38.4% | -77.9% | -44.4% |
| 1Y | -50.7% | +34.7% | -85.4% | -54.3% |
| 3Y | -58.9% | +56.7% | -115.5% | -64.4% |
| 5Y | -5.4% | +241.6% | -247.0% | -30.5% |
| 10Y | +3,848.6% | +20.2% | +3,828.4% | +3,034.6% |
| All | +107.3% | +68.8% | +38.5% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling