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  • CELH vs USFR✓SelectedUSD · USFRCELH vs USFR performance historyLatest closeAs of-3.59%09/08
Stock and ETF performance explorer

CELH vs USFR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+25,982.4%
USFR return
+27.6%
Excess return
+25,954.8%
Maximum drawdown
-77.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioUSFRExcessAlpha
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