+132.0%
C vs CELH
-4.4%
+136.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.4% |
| 7D | +2.6% | -11.7% | +14.2% | +3.8% |
| 30D | +1.9% | +1.6% | +0.3% | +1.6% |
| 3M | +2.8% | -2.0% | +4.7% | +2.4% |
| 6M | +30.6% | -36.2% | +66.7% | +35.1% |
| YTD | +19.9% | -39.6% | +59.4% | +24.4% |
| 1Y | +44.6% | -50.7% | +95.2% | +52.0% |
| 3Y | +272.1% | -58.9% | +331.0% | +287.6% |
| 5Y | +132.0% | -5.4% | +137.4% | +98.6% |
| All | +132.0% | -4.4% | +136.4% | +98.6% |
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 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