-59.9%
CELH vs CAG
-39.3%
-20.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -0.9% | -2.6% |
| 7D | -15.8% | -5.9% | -9.9% | -13.7% |
| 30D | -5.2% | -1.5% | -3.7% | -4.4% |
| 3M | -6.1% | +11.5% | -17.6% | -9.2% |
| 6M | -40.9% | -15.7% | -25.2% | -37.4% |
| YTD | -41.8% | -10.2% | -31.6% | -40.3% |
| 1Y | -52.6% | -18.1% | -34.6% | -49.6% |
| All | -59.9% | -39.3% | -20.7% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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