-56.0%
CELH vs USFD
+162.9%
-218.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | -3.8% | -3.3% | -0.4% | -2.9% |
| 30D | +6.4% | -5.3% | +11.8% | +8.0% |
| 3M | +5.6% | +18.8% | -13.2% | -0.1% |
| 6M | -31.1% | +14.3% | -45.4% | -34.1% |
| YTD | -35.4% | +36.9% | -72.2% | -41.7% |
| 1Y | -46.9% | +31.7% | -78.6% | -51.4% |
| 3Y | -56.0% | +164.5% | -220.5% | -75.0% |
| All | -56.0% | +162.9% | -218.9% | -75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling