+593.0%
CEG vs CELH
+103.5%
+489.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.9% |
| 7D | +12.1% | +0.8% | +11.3% | +12.0% |
| 30D | +0.2% | +19.3% | -19.1% | -1.4% |
| 3M | +0.7% | +12.6% | -11.9% | -0.6% |
| 6M | +2.2% | +16.4% | -14.1% | 0.0% |
| YTD | -20.3% | -29.1% | +8.8% | -18.8% |
| 1Y | -16.1% | -26.3% | +10.3% | -14.8% |
| 3Y | +134.7% | -40.1% | +174.8% | +139.3% |
| All | +593.0% | +103.5% | +489.6% | +561.0% |
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