+104.1%
CELH vs IFF
+160.6%
-56.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -11.2% | -3.2% | -8.0% | -10.0% |
| 30D | -1.4% | -0.3% | -1.2% | -1.2% |
| 3M | -4.2% | +8.4% | -12.6% | -7.0% |
| 6M | -40.5% | +23.0% | -63.5% | -46.0% |
| YTD | -40.5% | +25.5% | -66.0% | -46.7% |
| 1Y | -53.0% | +29.1% | -82.1% | -58.5% |
| 3Y | -59.1% | +31.7% | -90.7% | -64.7% |
| 5Y | -10.7% | -35.2% | +24.5% | +2.8% |
| 10Y | +3,788.6% | -20.7% | +3,809.3% | +3,904.2% |
| All | +104.1% | +160.6% | -56.4% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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