+67.7%
FERG vs CELH
-10.8%
+78.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.5% |
| 7D | -2.6% | -11.2% | +8.6% | -1.4% |
| 30D | -8.9% | -1.4% | -7.4% | -8.9% |
| 3M | -2.0% | -4.2% | +2.1% | -2.3% |
| 6M | -3.2% | -40.5% | +37.3% | +1.3% |
| YTD | +1.5% | -40.5% | +42.0% | +6.0% |
| 1Y | +0.5% | -53.0% | +53.5% | +6.9% |
| 3Y | +50.4% | -59.1% | +109.5% | +57.4% |
| All | +67.7% | -10.8% | +78.5% | +45.3% |
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