+188.1%
F vs CELH
+298.6%
-110.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.8% |
| 7D | -3.9% | +6.2% | -10.0% | -4.0% |
| 30D | -0.5% | +14.2% | -14.6% | -0.8% |
| 3M | -12.9% | +15.5% | -28.4% | -13.2% |
| 6M | +1.5% | +7.7% | -6.2% | +1.2% |
| YTD | -5.0% | -30.3% | +25.3% | -4.5% |
| 1Y | -7.3% | -29.0% | +21.6% | -6.9% |
| 3Y | +45.3% | -44.5% | +89.8% | +45.6% |
| 5Y | -15.8% | +14.8% | -30.6% | -17.1% |
| 10Y | +64.2% | +4,391.5% | -4,327.4% | +55.9% |
| All | +188.1% | +298.6% | -110.5% | +193.4% |
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