-59.1%
CELH vs USFR
+14.1%
-73.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.4% |
| 7D | -11.2% | +0.1% | -11.4% | -11.0% |
| 30D | -1.4% | +0.4% | -1.8% | -0.8% |
| 3M | -4.2% | +1.0% | -5.2% | -2.7% |
| 6M | -40.5% | +2.0% | -42.4% | -39.2% |
| YTD | -40.5% | +2.8% | -43.2% | -38.7% |
| 1Y | -53.0% | +4.1% | -57.1% | -50.4% |
| 3Y | -59.1% | +14.1% | -73.2% | -35.9% |
| All | -59.1% | +14.1% | -73.2% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling