-52.0%
CDE vs CELH
+240.2%
-292.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +1.1% |
| 7D | -3.1% | -11.2% | +8.1% | -2.7% |
| 30D | +9.5% | -1.4% | +10.9% | +9.5% |
| 3M | +25.5% | -4.2% | +29.6% | +25.6% |
| 6M | -7.9% | -40.5% | +32.6% | -6.4% |
| YTD | +15.6% | -40.5% | +56.0% | +17.4% |
| 1Y | +34.0% | -53.0% | +87.1% | +36.9% |
| 3Y | +791.9% | -59.1% | +851.0% | +807.7% |
| 5Y | +197.7% | -10.7% | +208.4% | +193.1% |
| 10Y | +55.0% | +3,788.6% | -3,733.5% | +40.3% |
| All | -52.0% | +240.2% | -292.2% | -54.6% |
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