+3,858.9%
CELH vs FTV
+89.3%
+3,769.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.1% |
| 7D | -3.8% | -0.4% | -3.4% | -3.5% |
| 30D | +6.4% | -8.3% | +14.8% | +12.2% |
| 3M | +5.6% | -7.4% | +13.0% | +10.4% |
| 6M | -31.1% | -1.2% | -29.9% | -31.2% |
| YTD | -35.4% | +2.7% | -38.1% | -37.9% |
| 1Y | -46.9% | +18.4% | -65.3% | -53.8% |
| 3Y | -56.0% | -2.0% | -54.0% | -57.8% |
| 5Y | +1.2% | +3.4% | -2.2% | -6.2% |
| 10Y | +4,043.9% | +78.5% | +3,965.4% | +3,684.1% |
| All | +3,858.9% | +89.3% | +3,769.6% | +3,581.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling