-42.9%
CELH vs FN
+112.9%
-155.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.9% | -8.7% | +2.2% |
| 7D | +10.8% | +16.3% | -5.5% | +9.1% |
| 30D | +16.1% | -24.7% | +40.9% | +18.4% |
| 3M | +19.5% | -34.9% | +54.4% | +23.0% |
| 6M | +2.8% | -41.1% | +43.9% | +5.7% |
| YTD | -27.4% | -19.6% | -7.8% | -30.3% |
| 1Y | -20.1% | -18.5% | -1.5% | -23.6% |
| 3Y | -42.9% | +119.1% | -162.0% | -54.7% |
| All | -42.9% | +112.9% | -155.7% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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