+1,584.2%
CAT vs CELH
+305.2%
+1,278.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | +7.4% | +0.8% | +6.6% | +7.4% |
| 30D | -19.7% | +19.3% | -39.0% | -20.0% |
| 3M | -29.6% | +12.6% | -42.2% | -29.8% |
| 6M | -33.2% | +16.4% | -49.6% | -33.6% |
| YTD | +5.7% | -29.1% | +34.8% | +6.1% |
| 1Y | +9.3% | -26.3% | +35.7% | +9.7% |
| 3Y | +158.3% | -40.1% | +198.4% | +158.3% |
| 5Y | +211.6% | +16.7% | +194.9% | +205.0% |
| 10Y | +698.5% | +4,466.2% | -3,767.7% | +626.2% |
| All | +1,584.2% | +305.2% | +1,278.9% | +1,277.6% |
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 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