-61.9%
C vs CELH
+283.2%
-345.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.2% |
| 7D | +3.6% | -7.0% | +10.7% | +3.9% |
| 30D | +0.1% | +5.2% | -5.1% | -0.3% |
| 3M | +2.4% | +10.5% | -8.1% | +1.8% |
| 6M | +24.9% | -32.7% | +57.7% | +26.3% |
| YTD | +19.8% | -33.0% | +52.8% | +21.1% |
| 1Y | +44.9% | -49.5% | +94.4% | +47.6% |
| 3Y | +263.0% | -52.6% | +315.6% | +266.3% |
| 5Y | +129.5% | +5.2% | +124.3% | +121.8% |
| 10Y | +291.6% | +4,178.1% | -3,886.5% | +227.6% |
| All | -61.9% | +283.2% | -345.1% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling