-34.2%
CCL vs CELH
+269.5%
-303.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.2% |
| 7D | -0.1% | -3.8% | +3.6% | 0.0% |
| 30D | -20.0% | +6.4% | -26.4% | -20.2% |
| 3M | -13.7% | +5.6% | -19.2% | -13.9% |
| 6M | -9.0% | -31.1% | +22.1% | -8.0% |
| YTD | -22.8% | -35.4% | +12.6% | -21.8% |
| 1Y | -25.3% | -46.9% | +21.6% | -24.0% |
| 3Y | +54.1% | -56.0% | +110.1% | +56.2% |
| 5Y | +3.5% | +1.2% | +2.2% | +1.4% |
| 10Y | -41.0% | +4,043.9% | -4,085.0% | -46.7% |
| All | -34.2% | +269.5% | -303.7% | -48.7% |
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