+3,579.2%
CELH vs USFD
+329.0%
+3,250.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.9% |
| 7D | -7.0% | -3.0% | -4.0% | -6.1% |
| 30D | +5.2% | +3.5% | +1.6% | +3.5% |
| 3M | +10.5% | +26.6% | -16.1% | +1.6% |
| 6M | -32.7% | +11.7% | -44.4% | -35.6% |
| YTD | -33.0% | +38.1% | -71.1% | -40.5% |
| 1Y | -49.5% | +33.4% | -82.9% | -54.7% |
| 3Y | -52.6% | +155.8% | -208.5% | -66.4% |
| 5Y | +5.2% | +214.0% | -208.8% | -29.1% |
| 10Y | +4,178.1% | +320.4% | +3,857.8% | +2,746.0% |
| All | +3,579.2% | +329.0% | +3,250.2% | +2,363.7% |
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 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