-2.3%
FERG vs CELH
-38.8%
+36.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.6% | -0.9% |
| 7D | -1.0% | -15.8% | +14.7% | -0.4% |
| 30D | -11.8% | -5.2% | -6.6% | -11.7% |
| 3M | -1.2% | -6.1% | +4.9% | -1.3% |
| 6M | -2.3% | -40.9% | +38.6% | +6.7% |
| All | -2.3% | -38.8% | +36.4% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling