-55.8%
FIG vs CELH
-50.1%
-5.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -3.7% |
| 7D | -16.3% | -7.0% | -9.3% | -14.9% |
| 30D | -14.3% | +5.2% | -19.5% | -15.6% |
| 3M | +7.2% | +10.5% | -3.3% | +4.6% |
| 6M | -18.6% | -32.7% | +14.1% | -17.2% |
| YTD | -35.5% | -33.0% | -2.5% | -34.9% |
| 1Y | -55.8% | -49.5% | -6.3% | -54.5% |
| All | -55.8% | -50.1% | -5.7% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling