-9.3%
CELH vs USFD
+193.6%
-202.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.5% | -1.0% | -3.1% |
| 7D | -11.7% | -7.0% | -4.7% | -7.5% |
| 30D | +1.6% | -10.3% | +11.9% | +8.7% |
| 3M | -2.0% | +9.2% | -11.1% | -8.6% |
| 6M | -36.2% | +7.4% | -43.6% | -40.1% |
| YTD | -39.6% | +29.4% | -69.0% | -50.8% |
| 1Y | -50.7% | +24.8% | -75.5% | -58.9% |
| 3Y | -58.9% | +150.0% | -208.9% | -81.9% |
| All | -9.3% | +193.6% | -202.9% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling