+162.8%
FTNT vs CELH
-10.8%
+173.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.1% |
| 7D | -0.1% | -11.2% | +11.1% | +1.5% |
| 30D | -3.0% | -1.4% | -1.5% | -3.2% |
| 3M | +7.6% | -4.2% | +11.7% | +6.9% |
| 6M | +87.0% | -40.5% | +127.4% | +98.8% |
| YTD | +96.5% | -40.5% | +137.0% | +107.8% |
| 1Y | +92.9% | -53.0% | +145.9% | +110.3% |
| 3Y | +139.8% | -59.1% | +198.9% | +153.3% |
| All | +162.8% | -10.8% | +173.6% | +74.1% |
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