+115.0%
FCX vs CELH
-9.3%
+124.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.7% | -2.9% | -6.0% |
| 7D | -1.9% | -15.8% | +13.9% | +0.6% |
| 30D | +3.4% | -5.2% | +8.6% | +4.1% |
| 3M | +15.0% | -6.1% | +21.1% | +15.1% |
| 6M | +14.6% | -40.9% | +55.5% | +22.5% |
| YTD | +41.2% | -41.8% | +83.0% | +50.8% |
| 1Y | +60.4% | -52.6% | +113.0% | +75.5% |
| 3Y | +88.4% | -60.4% | +148.8% | +102.2% |
| 5Y | +115.0% | -12.6% | +127.7% | +79.6% |
| All | +115.0% | -9.3% | +124.4% | +79.6% |
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 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