+3,733.8%
CELH vs FTV
+80.7%
+3,653.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | -11.2% | -4.0% | -7.3% | -8.9% |
| 30D | -1.4% | -11.0% | +9.6% | +6.1% |
| 3M | -4.2% | -8.4% | +4.3% | +1.2% |
| 6M | -40.5% | -2.6% | -37.9% | -39.9% |
| YTD | -40.5% | -0.6% | -39.9% | -41.6% |
| 1Y | -53.0% | +11.0% | -64.0% | -57.4% |
| 3Y | -59.1% | -6.3% | -52.7% | -59.5% |
| 5Y | -10.7% | -1.5% | -9.2% | -14.9% |
| All | +3,733.8% | +80.7% | +3,653.1% | +3,520.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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