-12.6%
CELH vs FXI
-8.2%
-4.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | -15.8% | -2.8% | -13.0% | -14.5% |
| 30D | -5.2% | -3.7% | -1.5% | -3.3% |
| 3M | -6.1% | -0.4% | -5.7% | -5.9% |
| 6M | -40.9% | -5.4% | -35.4% | -39.5% |
| YTD | -41.8% | -9.6% | -32.2% | -39.2% |
| 1Y | -52.6% | -11.9% | -40.7% | -49.9% |
| 3Y | -60.4% | +37.8% | -98.2% | -68.2% |
| 5Y | -12.6% | -7.0% | -5.6% | -10.8% |
| All | -12.6% | -8.2% | -4.5% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 5y: compounded portfolio wealth divided by compounded FXI 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…
5y analysis · Full analysis span regression · 6 months rolling