+189.0%
CDE vs CELH
-10.8%
+199.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.8% |
| 7D | -3.1% | -11.2% | +8.1% | -1.0% |
| 30D | +9.5% | -1.4% | +10.9% | +9.7% |
| 3M | +25.5% | -4.2% | +29.6% | +26.0% |
| 6M | -7.9% | -40.5% | +32.6% | -0.2% |
| YTD | +15.6% | -40.5% | +56.0% | +25.2% |
| 1Y | +34.0% | -53.0% | +87.1% | +49.5% |
| 3Y | +791.9% | -59.1% | +851.0% | +880.7% |
| All | +189.0% | -10.8% | +199.8% | +149.3% |
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