-65.5%
C vs CELH
+305.2%
-370.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +4.2% | +0.8% | +3.4% | +4.1% |
| 30D | +2.0% | +19.3% | -17.3% | +1.3% |
| 3M | -10.1% | +12.6% | -22.8% | -10.6% |
| 6M | +1.0% | +16.4% | -15.4% | +0.1% |
| YTD | +8.5% | -29.1% | +37.6% | +9.3% |
| 1Y | +25.7% | -26.3% | +52.1% | +26.5% |
| 3Y | +216.0% | -40.1% | +256.1% | +216.2% |
| 5Y | +112.3% | +16.7% | +95.6% | +104.5% |
| 10Y | +217.8% | +4,466.2% | -4,248.4% | +165.2% |
| All | -65.5% | +305.2% | -370.7% | -79.1% |
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 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