+604.3%
CEG vs CELH
+70.8%
+533.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | -4.8% | -11.2% | +6.5% | -3.7% |
| 30D | +2.3% | -1.4% | +3.8% | +2.3% |
| 3M | +15.6% | -4.2% | +19.8% | +15.3% |
| 6M | -5.0% | -40.5% | +35.5% | -1.2% |
| YTD | -19.0% | -40.5% | +21.5% | -16.0% |
| 1Y | -10.0% | -53.0% | +43.0% | -4.9% |
| 3Y | +163.9% | -59.1% | +223.0% | +179.4% |
| All | +604.3% | +70.8% | +533.5% | +583.4% |
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