+319.9%
FCX vs CELH
+245.5%
+74.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 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