+46.5%
F vs CELH
+3.8%
+42.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.6% | -0.7% | -3.7% |
| 7D | +1.2% | -3.8% | +4.9% | +1.7% |
| 30D | +1.2% | +6.4% | -5.2% | +0.1% |
| 3M | -5.7% | +5.6% | -11.2% | -7.3% |
| 6M | +17.9% | -31.1% | +49.1% | +23.1% |
| YTD | +10.4% | -35.4% | +45.8% | +16.1% |
| 1Y | +25.3% | -46.9% | +72.2% | +34.4% |
| 3Y | +37.5% | -56.0% | +93.5% | +44.6% |
| 5Y | +46.5% | +1.2% | +45.3% | +17.9% |
| All | +46.5% | +3.8% | +42.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 5y: compounded portfolio wealth divided by compounded CELH 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…
5y analysis · Full analysis span regression · 6 months rolling