+3,733.8%
CELH vs A
+256.4%
+3,477.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.4% | +0.5% |
| 7D | -11.2% | -2.6% | -8.6% | -9.6% |
| 30D | -1.4% | -0.9% | -0.6% | -1.0% |
| 3M | -4.2% | +13.6% | -17.8% | -12.4% |
| 6M | -40.5% | +27.8% | -68.3% | -50.5% |
| YTD | -40.5% | +8.6% | -49.1% | -45.2% |
| 1Y | -53.0% | +16.9% | -69.9% | -59.3% |
| 3Y | -59.1% | +32.9% | -92.0% | -69.4% |
| 5Y | -10.7% | -14.1% | +3.4% | -7.8% |
| All | +3,733.8% | +256.4% | +3,477.4% | +2,103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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