+4,926.2%
CELH vs FN
+3,620.5%
+1,305.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -3.4% |
| 7D | -7.0% | -1.7% | -5.4% | -6.9% |
| 30D | +5.2% | -22.0% | +27.2% | +7.8% |
| 3M | +10.5% | -43.0% | +53.5% | +16.7% |
| 6M | -32.7% | -27.7% | -5.0% | -32.0% |
| YTD | -33.0% | -10.5% | -22.5% | -34.7% |
| 1Y | -49.5% | +12.5% | -62.0% | -52.3% |
| 3Y | -52.6% | +153.8% | -206.4% | -61.4% |
| 5Y | +5.2% | +288.0% | -282.8% | -19.5% |
| 10Y | +4,178.1% | +906.4% | +3,271.7% | +3,055.5% |
| All | +4,926.2% | +3,620.5% | +1,305.7% | +3,164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling