-58.5%
FIG vs CELH
-52.9%
-5.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.3% |
| 7D | -3.8% | -11.2% | +7.4% | -1.2% |
| 30D | -2.3% | -1.4% | -0.9% | -2.7% |
| 3M | +20.0% | -4.2% | +24.1% | +20.8% |
| 6M | -16.7% | -40.5% | +23.8% | -13.7% |
| YTD | -37.9% | -40.5% | +2.6% | -36.2% |
| 1Y | -58.5% | -53.0% | -5.5% | -56.8% |
| All | -58.5% | -52.9% | -5.6% | -56.8% |
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 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