+165.1%
CEG vs CELH
-61.1%
+226.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -2.4% |
| 7D | +0.3% | -15.8% | +16.1% | +1.6% |
| 30D | +2.9% | -5.2% | +8.1% | +3.2% |
| 3M | +18.2% | -6.1% | +24.3% | +18.1% |
| 6M | -9.5% | -40.9% | +31.3% | -6.4% |
| YTD | -18.7% | -41.8% | +23.1% | -15.9% |
| 1Y | -10.1% | -52.6% | +42.5% | -5.7% |
| All | +165.1% | -61.1% | +226.1% | +190.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling