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  • FCX vs CELH✓SelectedUSD · CELHFCX vs CELH performance historyLatest closeAs of-0.51%09/09
Stock and ETF performance explorer

FCX vs CELH

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+319.9%
CELH return
+245.5%
Excess return
+74.4%
Maximum drawdown
-92.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCELHExcessAlpha
1D-0.5%-6.5%+6.0%-0.2%
7D+3.1%-11.7%+14.8%+3.6%
30D+8.1%+1.6%+6.5%+8.0%
3M+18.9%-2.0%+20.9%+18.8%
6M+26.6%-36.2%+62.8%+28.4%
YTD+51.2%-39.6%+90.7%+53.6%
1Y+75.6%-50.7%+126.2%+79.5%
3Y+101.7%-58.9%+160.6%+105.2%
5Y+134.6%-5.4%+140.0%+128.2%
10Y+724.2%+3,848.6%-3,124.4%+604.6%
All+319.9%+245.5%+74.4%+169.8%

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