+7.1%
CELH vs FN
+289.0%
-281.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -3.6% |
| 7D | -7.0% | -1.7% | -5.4% | -6.8% |
| 30D | +5.2% | -22.0% | +27.2% | +9.3% |
| 3M | +10.5% | -43.0% | +53.5% | +20.9% |
| 6M | -32.7% | -27.7% | -5.0% | -32.2% |
| YTD | -33.0% | -10.5% | -22.5% | -37.2% |
| 1Y | -49.5% | +12.5% | -62.0% | -55.7% |
| 3Y | -52.6% | +153.8% | -206.4% | -72.4% |
| All | +7.1% | +289.0% | -281.9% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling