+107.3%
CELH vs FTI
+710.9%
-603.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.0% | -6.4% |
| 7D | -11.7% | -2.3% | -9.3% | -11.1% |
| 30D | +1.6% | +5.0% | -3.4% | +0.3% |
| 3M | -2.0% | +13.8% | -15.8% | -5.7% |
| 6M | -36.2% | +22.9% | -59.1% | -40.3% |
| YTD | -39.6% | +75.0% | -114.6% | -48.2% |
| 1Y | -50.7% | +96.9% | -147.6% | -59.1% |
| 3Y | -58.9% | +276.7% | -335.6% | -71.9% |
| 5Y | -5.4% | +1,157.0% | -1,162.4% | -54.0% |
| 10Y | +3,848.6% | +310.7% | +3,537.9% | +2,084.3% |
| All | +107.3% | +710.9% | -603.6% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling