+2,053.4%
CELH vs FOXA
+90.1%
+1,963.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.7% | -4.4% |
| 7D | -15.8% | -3.7% | -12.0% | -14.6% |
| 30D | -5.2% | +5.4% | -10.6% | -6.8% |
| 3M | -6.1% | -3.7% | -2.4% | -5.9% |
| 6M | -40.9% | +12.6% | -53.4% | -44.4% |
| YTD | -41.8% | -10.0% | -31.8% | -40.7% |
| 1Y | -52.6% | +15.0% | -67.7% | -56.3% |
| 3Y | -60.4% | +115.1% | -175.5% | -72.3% |
| 5Y | -12.6% | +93.0% | -105.7% | -35.7% |
| All | +2,053.4% | +90.1% | +1,963.2% | +1,470.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling