+292.4%
C vs CELH
+3,788.6%
-3,496.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | +0.8% | -11.2% | +12.0% | +1.9% |
| 30D | +0.9% | -1.4% | +2.3% | +0.9% |
| 3M | +1.1% | -4.2% | +5.2% | +0.8% |
| 6M | +28.4% | -40.5% | +68.9% | +33.7% |
| YTD | +20.8% | -40.5% | +61.3% | +25.4% |
| 1Y | +43.4% | -53.0% | +96.5% | +51.5% |
| 3Y | +274.9% | -59.1% | +333.9% | +288.9% |
| 5Y | +136.7% | -10.7% | +147.4% | +115.6% |
| All | +292.4% | +3,788.6% | -3,496.2% | +148.6% |
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