+612.2%
FCX vs CELH
+3,788.6%
-3,176.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.5% |
| 7D | -2.3% | -11.2% | +8.9% | -0.6% |
| 30D | +2.7% | -1.4% | +4.1% | +2.8% |
| 3M | +7.4% | -4.2% | +11.5% | +7.1% |
| 6M | +16.0% | -40.5% | +56.5% | +23.5% |
| YTD | +40.9% | -40.5% | +81.4% | +49.6% |
| 1Y | +56.4% | -53.0% | +109.4% | +70.7% |
| 3Y | +84.2% | -59.1% | +143.3% | +95.5% |
| 5Y | +114.6% | -10.7% | +125.3% | +88.2% |
| All | +612.2% | +3,788.6% | -3,176.4% | +231.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling