+130.0%
CELH vs FLUT
+423.6%
-293.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.8% |
| 7D | -7.0% | -1.6% | -5.4% | -6.9% |
| 30D | +5.2% | +7.7% | -2.6% | +4.6% |
| 3M | +10.5% | -0.7% | +11.2% | +10.4% |
| 6M | -32.7% | -11.2% | -21.6% | -32.3% |
| YTD | -33.0% | -53.4% | +20.5% | -29.7% |
| 1Y | -49.5% | -65.8% | +16.2% | -46.1% |
| 3Y | -52.6% | -44.9% | -7.7% | -51.1% |
| 5Y | +5.2% | -49.7% | +54.9% | +5.7% |
| 10Y | +4,178.1% | -9.7% | +4,187.8% | +4,297.1% |
| All | +130.0% | +423.6% | -293.6% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling