-42.6%
CCL vs CELH
+3,788.6%
-3,831.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.9% |
| 7D | -3.2% | -11.2% | +8.0% | -1.3% |
| 30D | -17.8% | -1.4% | -16.3% | -17.7% |
| 3M | -18.7% | -4.2% | -14.5% | -18.8% |
| 6M | -11.4% | -40.5% | +29.1% | -4.5% |
| YTD | -24.3% | -40.5% | +16.2% | -18.6% |
| 1Y | -28.8% | -53.0% | +24.2% | -21.2% |
| 3Y | +49.3% | -59.1% | +108.4% | +60.3% |
| 5Y | +1.6% | -10.7% | +12.3% | -10.6% |
| All | -42.6% | +3,788.6% | -3,831.2% | -66.5% |
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