+59.6%
FCX vs CELH
-50.1%
+109.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.6% |
| 7D | -4.9% | -7.0% | +2.2% | -4.0% |
| 30D | +4.8% | +5.2% | -0.4% | +3.9% |
| 3M | +4.6% | +10.5% | -5.9% | +2.9% |
| 6M | +10.8% | -32.7% | +43.5% | +18.0% |
| YTD | +44.2% | -33.0% | +77.2% | +53.0% |
| 1Y | +59.6% | -49.5% | +109.1% | +76.6% |
| All | +59.6% | -50.1% | +109.7% | +76.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling