+3,793.0%
CELH vs USFD
+316.1%
+3,476.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.5% | -1.0% | -4.7% |
| 7D | -11.7% | -7.0% | -4.7% | -9.5% |
| 30D | +1.6% | -10.3% | +11.9% | +5.4% |
| 3M | -2.0% | +9.2% | -11.1% | -5.3% |
| 6M | -36.2% | +7.4% | -43.6% | -38.1% |
| YTD | -39.6% | +29.4% | -69.0% | -45.3% |
| 1Y | -50.7% | +24.8% | -75.5% | -54.8% |
| 3Y | -58.9% | +150.0% | -208.9% | -70.8% |
| 5Y | -5.4% | +195.5% | -200.9% | -35.3% |
| All | +3,793.0% | +316.1% | +3,476.9% | +2,410.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling