+1,315.5%
FERG vs CELH
+1,558.4%
-242.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.3% |
| 7D | +0.9% | -11.7% | +12.6% | +1.0% |
| 30D | -15.1% | +1.6% | -16.6% | -15.1% |
| 3M | -4.8% | -2.0% | -2.9% | -4.9% |
| 6M | -2.5% | -36.2% | +33.7% | -2.1% |
| YTD | +1.8% | -39.6% | +41.4% | +2.2% |
| 1Y | -0.3% | -50.7% | +50.4% | +0.2% |
| 3Y | +52.9% | -58.9% | +111.8% | +53.4% |
| 5Y | +69.3% | -5.4% | +74.7% | +68.8% |
| 10Y | +352.7% | +3,848.6% | -3,495.9% | +355.5% |
| All | +1,315.5% | +1,558.4% | -242.9% | +1,315.2% |
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