+607.3%
CEG vs CELH
+67.1%
+540.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -2.4% |
| 7D | +0.3% | -15.8% | +16.1% | +1.9% |
| 30D | +2.9% | -5.2% | +8.1% | +3.3% |
| 3M | +18.2% | -6.1% | +24.3% | +18.1% |
| 6M | -9.5% | -40.9% | +31.3% | -5.9% |
| YTD | -18.7% | -41.8% | +23.1% | -15.5% |
| 1Y | -10.1% | -52.6% | +42.5% | -5.1% |
| 3Y | +168.3% | -60.4% | +228.7% | +185.0% |
| All | +607.3% | +67.1% | +540.2% | +587.7% |
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 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