+95.4%
CAT vs CELH
-50.1%
+145.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +1.7% |
| 7D | +1.7% | -7.0% | +8.7% | +1.7% |
| 30D | -6.6% | +5.2% | -11.7% | -6.4% |
| 3M | -13.3% | +10.5% | -23.8% | -13.4% |
| 6M | +11.6% | -32.7% | +44.3% | +14.7% |
| YTD | +42.9% | -33.0% | +75.9% | +45.8% |
| 1Y | +95.4% | -49.5% | +145.0% | +102.6% |
| All | +95.4% | -50.1% | +145.6% | +102.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling