+201.6%
CAT vs CELH
-59.6%
+261.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.5% |
| 7D | +2.9% | -11.7% | +14.6% | +3.6% |
| 30D | -2.6% | +1.6% | -4.2% | -2.8% |
| 3M | -10.7% | -2.0% | -8.7% | -11.0% |
| 6M | +16.1% | -36.2% | +52.3% | +19.3% |
| YTD | +43.2% | -39.6% | +82.8% | +47.2% |
| 1Y | +96.8% | -50.7% | +147.5% | +104.5% |
| All | +201.6% | -59.6% | +261.2% | +217.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling