+25,982.4%
CELH vs USFR
+27.6%
+25,954.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.7% |
| 7D | -3.8% | +0.1% | -3.8% | -3.9% |
| 30D | +6.4% | +0.3% | +6.1% | +5.5% |
| 3M | +5.6% | +1.0% | +4.6% | +2.6% |
| 6M | -31.1% | +1.9% | -33.1% | -34.8% |
| YTD | -35.4% | +2.7% | -38.0% | -40.1% |
| 1Y | -46.9% | +4.0% | -50.9% | -52.6% |
| 3Y | -56.0% | +14.0% | -70.1% | -70.1% |
| 5Y | +1.2% | +20.4% | -19.2% | -41.9% |
| 10Y | +4,043.9% | +28.1% | +4,015.9% | +1,789.5% |
| All | +25,982.4% | +27.6% | +25,954.8% | +13,031.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling