+121.7%
CELH vs FXI
+51.0%
+70.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.8% |
| 7D | -3.8% | -1.0% | -2.8% | -3.5% |
| 30D | +6.4% | -3.2% | +9.7% | +7.6% |
| 3M | +5.6% | +1.7% | +3.9% | +5.0% |
| 6M | -31.1% | -1.6% | -29.6% | -31.0% |
| YTD | -35.4% | -7.9% | -27.5% | -33.8% |
| 1Y | -46.9% | -9.6% | -37.3% | -45.2% |
| 3Y | -56.0% | +40.5% | -96.5% | -61.7% |
| 5Y | +1.2% | -6.2% | +7.5% | -0.6% |
| 10Y | +4,043.9% | +14.2% | +4,029.8% | +3,764.6% |
| All | +121.7% | +51.0% | +70.7% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling