+2,178.5%
CAT vs CELH
+283.2%
+1,895.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +1.8% |
| 7D | +1.7% | -7.0% | +8.7% | +1.9% |
| 30D | -6.6% | +5.2% | -11.7% | -6.7% |
| 3M | -13.3% | +10.5% | -23.8% | -13.6% |
| 6M | +11.6% | -32.7% | +44.3% | +12.3% |
| YTD | +42.9% | -33.0% | +75.9% | +43.8% |
| 1Y | +95.4% | -49.5% | +145.0% | +97.5% |
| 3Y | +196.6% | -52.6% | +249.2% | +198.0% |
| 5Y | +321.7% | +5.2% | +316.4% | +313.5% |
| 10Y | +1,140.8% | +4,178.1% | -3,037.3% | +1,030.3% |
| All | +2,178.5% | +283.2% | +1,895.3% | +1,766.7% |
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