+3,864.8%
CELH vs USFD
+352.6%
+3,512.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +7.4% | -0.2% | +7.6% | +7.5% |
| 30D | +16.4% | +12.3% | +4.0% | +11.9% |
| 3M | +17.6% | -0.7% | +18.3% | +17.7% |
| 6M | +7.8% | +31.3% | -23.4% | -2.2% |
| YTD | -27.8% | +45.7% | -73.5% | -37.1% |
| 1Y | -24.4% | +52.1% | -76.6% | -35.3% |
| 3Y | -42.5% | +158.2% | -200.8% | -59.4% |
| 5Y | +1.4% | +213.8% | -212.3% | -32.1% |
| 10Y | +4,553.5% | +367.0% | +4,186.5% | +3,009.4% |
| All | +3,864.8% | +352.6% | +3,512.2% | +2,505.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling