-59.9%
CELH vs FLUT
-43.3%
-16.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.5% |
| 7D | -15.8% | -3.6% | -12.2% | -15.0% |
| 30D | -5.2% | -0.3% | -4.9% | -5.2% |
| 3M | -6.1% | -12.6% | +6.5% | -4.0% |
| 6M | -40.9% | -8.0% | -32.9% | -40.2% |
| YTD | -41.8% | -54.1% | +12.3% | -32.2% |
| 1Y | -52.6% | -66.1% | +13.5% | -41.2% |
| All | -59.9% | -43.3% | -16.7% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling