+1,123.7%
CAT vs CELH
+3,704.3%
-2,580.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -1.0% |
| 7D | +0.6% | -15.8% | +16.4% | +1.9% |
| 30D | -4.5% | -5.2% | +0.6% | -4.3% |
| 3M | -5.8% | -6.1% | +0.3% | -5.9% |
| 6M | +12.7% | -40.9% | +53.6% | +16.4% |
| YTD | +41.4% | -41.8% | +83.2% | +45.8% |
| 1Y | +92.1% | -52.6% | +144.7% | +100.4% |
| 3Y | +197.5% | -60.4% | +257.8% | +206.7% |
| 5Y | +327.9% | -12.6% | +340.6% | +299.4% |
| All | +1,123.7% | +3,704.3% | -2,580.6% | +719.9% |
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