+0.4%
CCL vs CELH
-9.3%
+9.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.6% | -0.2% |
| 7D | -4.3% | -15.8% | +11.5% | -0.4% |
| 30D | -19.0% | -5.2% | -13.8% | -18.2% |
| 3M | -13.1% | -6.1% | -7.0% | -12.9% |
| 6M | -13.3% | -40.9% | +27.6% | -3.6% |
| YTD | -25.2% | -41.8% | +16.5% | -16.8% |
| 1Y | -27.2% | -52.6% | +25.4% | -16.4% |
| 3Y | +49.2% | -60.4% | +109.6% | +66.9% |
| 5Y | +0.4% | -12.6% | +13.0% | -26.8% |
| All | +0.4% | -9.3% | +9.7% | -26.8% |
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