-59.1%
CELH vs FOXA
+117.6%
-176.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.0% |
| 7D | -11.2% | +0.8% | -12.0% | -11.3% |
| 30D | -1.4% | +5.0% | -6.5% | -2.2% |
| 3M | -4.2% | -3.0% | -1.1% | -4.4% |
| 6M | -40.5% | +14.8% | -55.2% | -42.8% |
| YTD | -40.5% | -8.9% | -31.6% | -39.9% |
| 1Y | -53.0% | +13.3% | -66.3% | -55.1% |
| 3Y | -59.1% | +115.4% | -174.5% | -67.7% |
| All | -59.1% | +117.6% | -176.7% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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