+249.7%
F vs CELH
+283.2%
-33.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +1.5% |
| 7D | +5.3% | -7.0% | +12.4% | +5.5% |
| 30D | +4.6% | +5.2% | -0.6% | +4.4% |
| 3M | -3.7% | +10.5% | -14.1% | -4.0% |
| 6M | +16.8% | -32.7% | +49.5% | +17.6% |
| YTD | +15.3% | -33.0% | +48.3% | +16.0% |
| 1Y | +31.0% | -49.5% | +80.5% | +32.4% |
| 3Y | +45.4% | -52.6% | +98.1% | +46.2% |
| 5Y | +54.7% | +5.2% | +49.4% | +52.4% |
| 10Y | +98.2% | +4,178.1% | -4,079.9% | +88.4% |
| All | +249.7% | +283.2% | -33.5% | +256.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling