+3,733.8%
CELH vs FLUT
-9.3%
+3,743.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.9% |
| 7D | -11.2% | +0.4% | -11.7% | -11.3% |
| 30D | -1.4% | +2.5% | -4.0% | -1.9% |
| 3M | -4.2% | -9.2% | +5.1% | -2.8% |
| 6M | -40.5% | -8.2% | -32.2% | -39.9% |
| YTD | -40.5% | -53.2% | +12.7% | -33.1% |
| 1Y | -53.0% | -65.6% | +12.6% | -44.6% |
| 3Y | -59.1% | -43.6% | -15.5% | -56.3% |
| 5Y | -10.7% | -50.3% | +39.6% | -11.0% |
| All | +3,733.8% | -9.3% | +3,743.1% | +3,934.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling