+318.3%
CELH vs FROG
+21.7%
+296.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.4% |
| 7D | -3.8% | -5.5% | +1.7% | -2.5% |
| 30D | +6.4% | -3.1% | +9.6% | +6.5% |
| 3M | +5.6% | +1.2% | +4.3% | +4.2% |
| 6M | -31.1% | +113.7% | -144.8% | -45.4% |
| YTD | -35.4% | +38.9% | -74.2% | -43.8% |
| 1Y | -46.9% | +72.0% | -118.9% | -57.9% |
| 3Y | -56.0% | +217.1% | -273.1% | -75.7% |
| 5Y | +1.2% | +130.6% | -129.4% | -43.6% |
| All | +318.3% | +21.7% | +296.6% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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