+3,733.8%
CELH vs USFR
+28.1%
+3,705.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.5% |
| 7D | -11.2% | +0.1% | -11.4% | -10.8% |
| 30D | -1.4% | +0.4% | -1.8% | -0.3% |
| 3M | -4.2% | +1.0% | -5.2% | -1.0% |
| 6M | -40.5% | +2.0% | -42.4% | -36.7% |
| YTD | -40.5% | +2.8% | -43.2% | -35.2% |
| 1Y | -53.0% | +4.1% | -57.1% | -46.8% |
| 3Y | -59.1% | +14.1% | -73.2% | -37.9% |
| 5Y | -10.7% | +20.6% | -31.3% | +59.4% |
| All | +3,733.8% | +28.1% | +3,705.7% | +8,031.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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