+207.2%
C vs CELH
+4,391.5%
-4,184.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.2% |
| 7D | +4.7% | +6.2% | -1.4% | +4.1% |
| 30D | +0.2% | +14.2% | -14.0% | -1.2% |
| 3M | -9.3% | +15.5% | -24.8% | -10.8% |
| 6M | -0.8% | +7.7% | -8.5% | -2.5% |
| YTD | +8.5% | -30.3% | +38.8% | +10.9% |
| 1Y | +23.1% | -29.0% | +52.1% | +25.4% |
| 3Y | +220.8% | -44.5% | +265.3% | +223.0% |
| 5Y | +112.4% | +14.8% | +97.6% | +89.4% |
| All | +207.2% | +4,391.5% | -4,184.4% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling