+332.7%
CAT vs CELH
-4.4%
+337.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.4% |
| 7D | +2.9% | -11.7% | +14.6% | +3.8% |
| 30D | -2.6% | +1.6% | -4.2% | -2.9% |
| 3M | -10.7% | -2.0% | -8.7% | -11.1% |
| 6M | +16.1% | -36.2% | +52.3% | +19.4% |
| YTD | +43.2% | -39.6% | +82.8% | +47.5% |
| 1Y | +96.8% | -50.7% | +147.5% | +105.0% |
| 3Y | +201.4% | -58.9% | +260.2% | +210.7% |
| 5Y | +332.7% | -5.4% | +338.1% | +297.2% |
| All | +332.7% | -4.4% | +337.1% | +297.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling