+3,650.7%
CELH vs USFD
+310.2%
+3,340.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.2% | -3.2% |
| 7D | -15.8% | -8.0% | -7.8% | -13.3% |
| 30D | -5.2% | -13.1% | +7.9% | -0.6% |
| 3M | -6.1% | +6.5% | -12.7% | -8.6% |
| 6M | -40.9% | +5.7% | -46.6% | -42.4% |
| YTD | -41.8% | +27.5% | -69.3% | -47.0% |
| 1Y | -52.6% | +23.4% | -76.1% | -56.4% |
| 3Y | -60.4% | +146.4% | -206.8% | -71.7% |
| 5Y | -12.6% | +196.8% | -209.4% | -40.2% |
| All | +3,650.7% | +310.2% | +3,340.5% | +2,330.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USFD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling