+3,733.8%
CELH vs FTI
+305.3%
+3,428.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | -11.2% | -4.4% | -6.8% | -10.4% |
| 30D | -1.4% | +1.5% | -2.9% | -1.8% |
| 3M | -4.2% | +8.2% | -12.4% | -6.3% |
| 6M | -40.5% | +18.8% | -59.3% | -43.4% |
| YTD | -40.5% | +71.7% | -112.2% | -47.8% |
| 1Y | -53.0% | +90.0% | -143.1% | -59.8% |
| 3Y | -59.1% | +270.5% | -329.5% | -70.6% |
| 5Y | -10.7% | +1,084.5% | -1,095.2% | -51.6% |
| All | +3,733.8% | +305.3% | +3,428.5% | +1,998.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling