-13.0%
CELH vs FRSH
-72.5%
+59.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -11.2% | -6.6% | -4.6% | -9.0% |
| 30D | -1.4% | +2.1% | -3.6% | -2.5% |
| 3M | -4.2% | +29.0% | -33.1% | -13.3% |
| 6M | -40.5% | +48.6% | -89.1% | -49.6% |
| YTD | -40.5% | -2.9% | -37.6% | -41.9% |
| 1Y | -53.0% | -7.9% | -45.1% | -53.5% |
| 3Y | -59.1% | -46.5% | -12.5% | -53.3% |
| All | -13.0% | -72.5% | +59.5% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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