+639.7%
CEG vs CELH
+85.5%
+554.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.4% |
| 7D | +6.7% | -3.8% | +10.5% | +7.0% |
| 30D | +11.0% | +6.4% | +4.5% | +10.2% |
| 3M | +19.5% | +5.6% | +13.9% | +18.1% |
| 6M | -5.9% | -31.1% | +25.3% | -3.4% |
| YTD | -15.0% | -35.4% | +20.4% | -12.4% |
| 1Y | +0.6% | -46.9% | +47.5% | +5.1% |
| 3Y | +180.6% | -56.0% | +236.6% | +195.2% |
| All | +639.7% | +85.5% | +554.2% | +612.4% |
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 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